+184.1%
FTI vs CRL
+350.3%
-166.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -4.7% | +11.9% | -16.6% | -8.5% |
| 3M | -13.5% | +20.2% | -33.7% | -19.1% |
| 6M | -8.7% | +107.5% | -116.2% | -29.7% |
| YTD | +49.0% | +69.4% | -20.4% | +20.7% |
| 1Y | +54.0% | +99.7% | -45.7% | +17.4% |
| 3Y | +211.6% | +98.8% | +112.8% | +118.9% |
| 5Y | +881.9% | -12.4% | +894.3% | +849.9% |
| All | +184.1% | +350.3% | -166.1% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling