-39.1%
CAG vs FFIV
+124.6%
-163.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -6.2% | +1.9% | -8.1% | -6.3% |
| 30D | +7.4% | -33.3% | +40.7% | +10.8% |
| 3M | -1.6% | -24.9% | +23.3% | +0.3% |
| 6M | +6.3% | -10.5% | +16.9% | +6.3% |
| YTD | -10.1% | +24.4% | -34.5% | -13.5% |
| 1Y | -10.2% | +32.3% | -42.5% | -14.3% |
| 3Y | -37.3% | +99.7% | -137.0% | -43.8% |
| 5Y | -41.6% | +38.4% | -80.0% | -45.7% |
| All | -39.1% | +124.6% | -163.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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