+2,060.9%
FTI vs CPB
+64.2%
+1,996.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | +1.5% | -7.1% | +8.6% | +2.9% |
| 3M | +8.2% | -6.0% | +14.2% | +9.0% |
| 6M | +18.8% | -5.3% | +24.1% | +19.2% |
| YTD | +71.7% | -20.8% | +92.5% | +78.5% |
| 1Y | +90.0% | -33.8% | +123.9% | +105.2% |
| 3Y | +270.5% | -43.7% | +314.2% | +306.4% |
| 5Y | +1,084.5% | -40.7% | +1,125.3% | +1,162.6% |
| 10Y | +302.9% | -45.7% | +348.6% | +316.5% |
| All | +2,060.9% | +64.2% | +1,996.7% | +1,393.7% |
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