+115.8%
CMS vs FTV
+77.3%
+38.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -3.2% | -8.3% | +5.2% | -1.4% |
| 3M | -2.2% | -7.4% | +5.2% | -0.8% |
| 6M | -9.4% | -1.2% | -8.2% | -9.6% |
| YTD | +0.7% | +2.7% | -2.0% | -0.7% |
| 1Y | +0.4% | +18.4% | -18.1% | -4.3% |
| 3Y | +35.2% | -2.0% | +37.2% | +32.7% |
| 5Y | +24.1% | +3.4% | +20.7% | +18.6% |
| 10Y | +115.8% | +78.5% | +37.3% | +73.4% |
| All | +115.8% | +77.3% | +38.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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