+303.4%
FTI vs CRL
+256.2%
+47.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -2.3% | -4.6% | +2.3% | -0.9% |
| 30D | +5.0% | +0.5% | +4.5% | +4.7% |
| 3M | +13.8% | +46.6% | -32.8% | -0.5% |
| 6M | +22.9% | +57.3% | -34.4% | +3.2% |
| YTD | +75.0% | +39.5% | +35.4% | +52.1% |
| 1Y | +96.9% | +76.9% | +20.0% | +55.4% |
| 3Y | +276.7% | +39.4% | +237.4% | +202.6% |
| 5Y | +1,157.0% | -37.2% | +1,194.2% | +1,284.8% |
| All | +303.4% | +256.2% | +47.3% | +86.8% |
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