+1,750.9%
FTI vs CPB
+76.7%
+1,674.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +1.4% | -4.1% | +5.5% | +2.2% |
| 30D | -6.3% | +16.9% | -23.2% | -9.5% |
| 3M | -13.1% | -0.6% | -12.6% | -13.5% |
| 6M | -8.0% | +11.4% | -19.4% | -11.0% |
| YTD | +47.1% | -14.8% | +61.9% | +50.0% |
| 1Y | +50.7% | -24.8% | +75.4% | +57.9% |
| 3Y | +209.0% | -36.6% | +245.6% | +228.7% |
| 5Y | +847.0% | -33.3% | +880.3% | +877.9% |
| 10Y | +184.3% | -40.4% | +224.7% | +186.3% |
| All | +1,750.9% | +76.7% | +1,674.2% | +1,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling