+1,162.7%
FTI vs CRL
-37.1%
+1,199.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +12.3% | +5.0% | +7.4% | +11.2% |
| 3M | +13.8% | +50.6% | -36.8% | +4.0% |
| 6M | +24.3% | +60.9% | -36.6% | +10.9% |
| YTD | +75.8% | +40.7% | +35.0% | +61.1% |
| 1Y | +99.6% | +73.3% | +26.3% | +72.8% |
| 3Y | +278.4% | +40.6% | +237.9% | +228.8% |
| All | +1,162.7% | -37.1% | +1,199.8% | +1,094.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling