+37.3%
CMS vs FFIV
+136.9%
-99.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | -1.0% | +1.3% | +0.4% |
| 30D | -3.6% | -5.1% | +1.5% | -3.7% |
| 3M | -1.9% | -4.5% | +2.5% | -2.0% |
| 6M | -11.0% | +36.5% | -47.4% | -11.3% |
| YTD | +0.2% | +53.0% | -52.8% | -0.5% |
| 1Y | -1.3% | +24.2% | -25.5% | -1.7% |
| All | +37.3% | +136.9% | -99.6% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling