+102.0%
FTI vs CRL
+78.8%
+23.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | +5.3% | -1.0% | +6.3% | +5.3% |
| 30D | +15.3% | +10.7% | +4.7% | +15.3% |
| 3M | +15.8% | +55.3% | -39.5% | +15.4% |
| 6M | +22.6% | +60.7% | -38.1% | +22.0% |
| YTD | +79.5% | +44.6% | +34.9% | +79.7% |
| 1Y | +102.0% | +77.7% | +24.3% | +102.9% |
| All | +102.0% | +78.8% | +23.2% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling