+562.3%
CMI vs FTV
+89.3%
+473.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | -12.5% | -8.3% | -4.2% | -7.8% |
| 3M | -16.2% | -7.4% | -8.8% | -12.6% |
| 6M | +4.9% | -1.2% | +6.1% | +4.8% |
| YTD | +11.1% | +2.7% | +8.4% | +7.1% |
| 1Y | +43.4% | +18.4% | +24.9% | +25.8% |
| 3Y | +154.1% | -2.0% | +156.1% | +148.1% |
| 5Y | +169.5% | +3.4% | +166.1% | +149.3% |
| 10Y | +503.8% | +78.5% | +425.3% | +285.0% |
| All | +562.3% | +89.3% | +473.0% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling