+132.3%
CMS vs FFIV
+132.4%
-0.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.7% |
| 30D | +7.1% | -33.8% | +40.8% | +10.8% |
| 3M | -1.3% | -20.6% | +19.3% | +0.3% |
| 6M | -2.7% | -10.2% | +7.6% | -2.6% |
| YTD | +2.6% | +24.5% | -21.9% | -1.5% |
| 1Y | -2.0% | +29.3% | -31.3% | -6.4% |
| 3Y | +39.6% | +103.8% | -64.2% | +23.1% |
| 5Y | +35.3% | +40.9% | -5.5% | +23.6% |
| 10Y | +132.3% | +126.6% | +5.7% | +87.6% |
| All | +132.3% | +132.4% | -0.1% | +87.6% |
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