+23.4%
FTI vs CPB
-12.0%
+35.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -1.9% |
| 7D | -0.2% | -8.2% | +8.0% | -1.3% |
| 30D | +12.3% | -5.6% | +17.9% | +11.7% |
| 3M | +13.8% | +3.0% | +10.8% | +15.0% |
| All | +23.4% | -12.0% | +35.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling