+132.3%
CMS vs FTV
+113.3%
+19.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +7.1% | +17.2% | -10.1% | +3.6% |
| 3M | -1.3% | +8.9% | -10.2% | -3.1% |
| 6M | -2.7% | +11.3% | -13.9% | -5.1% |
| YTD | +2.6% | +21.9% | -19.3% | -2.4% |
| 1Y | -2.0% | +31.6% | -33.6% | -8.4% |
| 3Y | +39.6% | +38.1% | +1.5% | +26.7% |
| 5Y | +35.3% | +15.7% | +19.6% | +26.6% |
| 10Y | +132.3% | +107.5% | +24.9% | +85.7% |
| All | +132.3% | +113.3% | +19.0% | +85.7% |
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