+140.2%
CMS vs FTI
+189.4%
-49.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.6% |
| 7D | +1.7% | +4.3% | -2.6% | +1.5% |
| 30D | +6.2% | -4.7% | +10.8% | +6.4% |
| 3M | +0.6% | -13.5% | +14.2% | +1.3% |
| 6M | -1.8% | -8.7% | +6.9% | -1.5% |
| YTD | +3.8% | +49.0% | -45.2% | +1.4% |
| 1Y | -1.8% | +54.0% | -55.8% | -4.3% |
| 3Y | +39.8% | +211.6% | -171.8% | +30.0% |
| 5Y | +37.1% | +881.9% | -844.8% | +17.3% |
| All | +140.2% | +189.4% | -49.2% | +83.5% |
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