+140.2%
CMS vs FFIV
+118.6%
+21.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.9% |
| 7D | +1.7% | -0.5% | +2.3% | +1.8% |
| 30D | +6.2% | -32.4% | +38.6% | +9.7% |
| 3M | +0.6% | -25.7% | +26.3% | +2.9% |
| 6M | -1.8% | -13.5% | +11.7% | -1.4% |
| YTD | +3.8% | +21.1% | -17.3% | 0.0% |
| 1Y | -1.8% | +29.4% | -31.2% | -6.2% |
| 3Y | +39.8% | +94.9% | -55.1% | +23.9% |
| 5Y | +37.1% | +34.7% | +2.4% | +25.8% |
| All | +140.2% | +118.6% | +21.6% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling