+6,318.7%
CMI vs FFIV
+6,097.9%
+220.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.5% | +1.9% | -0.4% | +1.2% |
| 30D | -14.0% | -33.3% | +19.3% | -7.8% |
| 3M | -28.3% | -24.9% | -3.4% | -25.0% |
| 6M | -34.9% | -10.5% | -24.4% | -34.1% |
| YTD | -9.9% | +24.4% | -34.3% | -14.5% |
| 1Y | -3.6% | +32.3% | -35.9% | -9.7% |
| 3Y | +120.9% | +99.7% | +21.2% | +91.2% |
| 5Y | +116.1% | +38.4% | +77.7% | +97.9% |
| 10Y | +328.5% | +125.0% | +203.5% | +254.6% |
| All | +6,318.7% | +6,097.9% | +220.8% | +3,471.2% |
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 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