+283.3%
CMS vs FFIV
+5,982.7%
-5,699.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | -0.1% |
| 7D | +1.7% | -14.2% | +15.9% | +2.5% |
| 30D | +8.6% | -33.6% | +42.3% | +11.0% |
| 3M | -0.5% | -24.2% | +23.7% | +0.8% |
| 6M | -4.2% | -8.3% | +4.1% | -4.1% |
| YTD | +3.4% | +22.1% | -18.7% | +1.6% |
| 1Y | +0.4% | +26.5% | -26.0% | -1.6% |
| 3Y | +38.2% | +102.3% | -64.1% | +31.0% |
| 5Y | +35.4% | +40.6% | -5.2% | +30.5% |
| 10Y | +131.7% | +129.7% | +2.0% | +115.0% |
| All | +283.3% | +5,982.7% | -5,699.4% | +214.1% |
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