+115.8%
CMS vs FTI
+304.2%
-188.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -3.2% | +12.3% | -15.5% | -3.7% |
| 3M | -2.2% | +13.8% | -16.0% | -2.9% |
| 6M | -9.4% | +24.3% | -33.7% | -10.6% |
| YTD | +0.7% | +75.8% | -75.1% | -2.4% |
| 1Y | +0.4% | +99.6% | -99.3% | -3.4% |
| 3Y | +35.2% | +278.4% | -243.3% | +24.5% |
| 5Y | +24.1% | +1,168.7% | -1,144.6% | +4.7% |
| 10Y | +115.8% | +297.5% | -181.7% | +59.3% |
| All | +115.8% | +304.2% | -188.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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