+101.5%
CMS vs FTV
+90.8%
+10.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | -4.5% | +4.9% | +1.3% |
| 30D | -3.6% | -7.1% | +3.5% | -2.2% |
| 3M | -1.9% | -7.2% | +5.3% | -0.6% |
| 6M | -11.0% | -1.5% | -9.5% | -11.1% |
| YTD | +0.2% | +3.5% | -3.3% | -1.3% |
| 1Y | -1.3% | +20.3% | -21.7% | -6.1% |
| 3Y | +35.9% | -3.1% | +39.1% | +34.0% |
| 5Y | +23.1% | +2.3% | +20.7% | +18.0% |
| 10Y | +117.9% | +76.3% | +41.6% | +77.3% |
| All | +101.5% | +90.8% | +10.7% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling