+167.0%
CMI vs FFIV
+100.0%
+67.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.8% |
| 6M | +1.5% | +41.8% | -40.3% | -11.1% |
| YTD | +9.8% | +58.5% | -48.7% | -8.0% |
| 1Y | +42.6% | +24.3% | +18.2% | +29.8% |
| 3Y | +151.0% | +152.0% | -1.0% | +76.4% |
| 5Y | +167.0% | +99.1% | +67.9% | +89.2% |
| All | +167.0% | +100.0% | +67.0% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling