+271.2%
CMS vs FFIV
+7,518.9%
-7,247.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -1.9% | -4.5% | +2.5% | -1.8% |
| 6M | -11.0% | +36.5% | -47.4% | -12.8% |
| YTD | +0.2% | +53.0% | -52.8% | -2.6% |
| 1Y | -1.3% | +24.2% | -25.5% | -3.0% |
| 3Y | +35.9% | +137.2% | -101.3% | +28.0% |
| 5Y | +23.1% | +91.8% | -68.7% | +16.8% |
| 10Y | +117.9% | +215.2% | -97.3% | +99.0% |
| All | +271.2% | +7,518.9% | -7,247.7% | +201.0% |
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