+1,750.9%
FTI vs CRL
+1,055.4%
+695.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +1.4% | +5.0% | -3.6% | -0.3% |
| 30D | -6.3% | +13.5% | -19.8% | -10.6% |
| 3M | -13.1% | +21.5% | -34.7% | -19.2% |
| 6M | -8.0% | +103.4% | -111.4% | -29.0% |
| YTD | +47.1% | +71.8% | -24.7% | +18.0% |
| 1Y | +50.7% | +97.5% | -46.8% | +15.0% |
| 3Y | +209.0% | +99.2% | +109.7% | +119.0% |
| 5Y | +847.0% | -12.1% | +859.1% | +766.9% |
| 10Y | +184.3% | +359.2% | -174.9% | +35.2% |
| All | +1,750.9% | +1,055.4% | +695.5% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling