+291.9%
FTI vs CRL
+249.3%
+42.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.3% |
| 7D | -5.6% | -6.9% | +1.3% | -3.4% |
| 30D | +0.4% | -3.2% | +3.6% | +1.4% |
| 3M | +8.1% | +46.5% | -38.4% | -5.5% |
| 6M | +16.7% | +63.1% | -46.4% | -3.2% |
| YTD | +70.0% | +36.9% | +33.1% | +48.6% |
| 1Y | +85.4% | +78.1% | +7.3% | +45.9% |
| 3Y | +265.9% | +36.7% | +229.3% | +195.8% |
| 5Y | +1,072.7% | -38.1% | +1,110.8% | +1,197.0% |
| All | +291.9% | +249.3% | +42.5% | +82.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling