+37.7%
CMI vs FFIV
+22.0%
+15.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -12.8% | -3.7% | -9.0% | -12.2% |
| 3M | -12.4% | +2.0% | -14.4% | -12.7% |
| 6M | -0.9% | +39.3% | -40.1% | -6.5% |
| YTD | +8.9% | +56.1% | -47.2% | +0.6% |
| 1Y | +37.7% | +22.0% | +15.7% | +29.8% |
| All | +37.7% | +22.0% | +15.7% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling