+405.3%
CMS vs FTI
+1,702.1%
-1,296.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.6% |
| 7D | -1.3% | -7.6% | +6.3% | -0.2% |
| 30D | +6.3% | -7.1% | +13.5% | +7.3% |
| 3M | -2.1% | -8.7% | +6.7% | -1.1% |
| 6M | -5.1% | -14.0% | +8.9% | -3.6% |
| YTD | +1.3% | +42.8% | -41.6% | -4.9% |
| 1Y | -1.4% | +50.4% | -51.8% | -8.1% |
| 3Y | +36.9% | +194.1% | -157.2% | +12.4% |
| 5Y | +32.5% | +775.2% | -742.7% | -12.4% |
| 10Y | +126.8% | +189.2% | -62.4% | +61.1% |
| All | +405.3% | +1,702.1% | -1,296.8% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling