+7,803.5%
CMI vs FFIV
+7,518.9%
+284.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -0.7% | -1.0% | +0.2% | -0.6% |
| 30D | -13.4% | -5.1% | -8.4% | -12.7% |
| 3M | -17.0% | -4.5% | -12.5% | -16.4% |
| 6M | -1.6% | +36.5% | -38.1% | -7.5% |
| YTD | +11.0% | +53.0% | -42.0% | +2.0% |
| 1Y | +41.9% | +24.2% | +17.7% | +35.1% |
| 3Y | +151.8% | +137.2% | +14.6% | +112.4% |
| 5Y | +163.6% | +91.8% | +71.8% | +128.9% |
| 10Y | +472.9% | +215.2% | +257.7% | +349.0% |
| All | +7,803.5% | +7,518.9% | +284.6% | +4,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling