+35.1%
CMS vs FTV
-0.9%
+36.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -4.5% | +4.9% | +0.6% |
| 30D | -3.6% | -7.1% | +3.5% | -3.2% |
| 3M | -1.9% | -7.2% | +5.3% | -1.5% |
| 6M | -11.0% | -1.5% | -9.5% | -11.0% |
| YTD | +0.2% | +3.5% | -3.3% | -0.3% |
| 1Y | -1.3% | +20.3% | -21.7% | -3.0% |
| All | +35.1% | -0.9% | +36.0% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling