+275.1%
CMS vs FFIV
+5,965.2%
-5,690.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.3% | -8.1% | +6.8% | -0.8% |
| 30D | +6.3% | -33.4% | +39.7% | +8.6% |
| 3M | -2.1% | -24.7% | +22.7% | -0.7% |
| 6M | -5.1% | -8.8% | +3.8% | -5.0% |
| YTD | +1.3% | +21.8% | -20.5% | -0.5% |
| 1Y | -1.4% | +25.3% | -26.7% | -3.3% |
| 3Y | +36.9% | +101.2% | -64.2% | +29.8% |
| 5Y | +32.5% | +40.2% | -7.7% | +27.8% |
| 10Y | +126.8% | +129.0% | -2.3% | +110.5% |
| All | +275.1% | +5,965.2% | -5,690.0% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling