+39.8%
CMS vs FTV
+39.2%
+0.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +3.9% | -2.2% | +1.5% |
| 30D | +6.2% | +18.7% | -12.5% | +5.1% |
| 3M | +0.6% | +10.0% | -9.4% | 0.0% |
| 6M | -1.8% | +14.6% | -16.3% | -2.7% |
| YTD | +3.8% | +23.4% | -19.6% | +2.2% |
| 1Y | -1.8% | +31.3% | -33.1% | -3.8% |
| 3Y | +39.8% | +39.8% | 0.0% | +27.5% |
| All | +39.8% | +39.2% | +0.6% | +27.5% |
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