+152.4%
CMI vs FFIV
+151.3%
+1.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.5% |
| 7D | +0.7% | +3.5% | -2.8% | -0.5% |
| 30D | -12.3% | -1.3% | -11.0% | -12.0% |
| 3M | -16.8% | +2.4% | -19.2% | -17.7% |
| 6M | +1.5% | +41.8% | -40.3% | -10.9% |
| YTD | +9.8% | +58.5% | -48.7% | -8.0% |
| 1Y | +42.6% | +24.3% | +18.2% | +30.6% |
| All | +152.4% | +151.3% | +1.1% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling