+165.0%
CMI vs FTV
-2.3%
+167.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -0.7% | -4.0% | +3.2% | +1.6% |
| 30D | -12.4% | -11.0% | -1.4% | -6.4% |
| 3M | -14.8% | -8.4% | -6.4% | -10.8% |
| 6M | +0.8% | -2.6% | +3.4% | +1.5% |
| YTD | +10.2% | -0.6% | +10.8% | +8.3% |
| 1Y | +37.4% | +11.0% | +26.5% | +25.8% |
| 3Y | +153.3% | -6.3% | +159.6% | +153.6% |
| All | +165.0% | -2.3% | +167.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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