+332.6%
CMI vs FFIV
+118.6%
+214.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | -14.0% | -32.4% | +18.4% | -2.7% |
| 3M | -28.1% | -25.7% | -2.5% | -21.7% |
| 6M | -35.8% | -13.5% | -22.3% | -34.1% |
| YTD | -10.5% | +21.1% | -31.6% | -19.8% |
| 1Y | -1.9% | +29.4% | -31.3% | -14.4% |
| 3Y | +121.0% | +94.9% | +26.1% | +62.5% |
| 5Y | +114.6% | +34.7% | +79.8% | +76.4% |
| All | +332.6% | +118.6% | +214.0% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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