-38.3%
CAG vs FFIV
+118.6%
-156.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | +7.7% | -32.4% | +40.1% | +10.9% |
| 3M | -3.2% | -25.7% | +22.5% | -1.2% |
| 6M | +7.0% | -13.5% | +20.5% | +7.2% |
| YTD | -9.0% | +21.1% | -30.1% | -12.3% |
| 1Y | -9.6% | +29.4% | -39.0% | -13.6% |
| 3Y | -36.0% | +94.9% | -130.9% | -42.5% |
| 5Y | -40.9% | +34.7% | -75.6% | -44.9% |
| All | -38.3% | +118.6% | -156.9% | -47.7% |
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