-37.7%
CAG vs FFIV
+249.4%
-287.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.0% |
| 7D | -5.7% | +5.4% | -11.1% | -6.1% |
| 30D | -2.4% | -2.7% | +0.3% | -2.2% |
| 3M | +9.8% | +4.5% | +5.3% | +9.1% |
| 6M | -10.8% | +42.2% | -53.0% | -14.3% |
| YTD | -10.8% | +61.3% | -72.1% | -15.7% |
| 1Y | -19.0% | +23.0% | -42.0% | -21.2% |
| 3Y | -39.7% | +156.3% | -195.9% | -46.7% |
| 5Y | -43.0% | +102.9% | -145.8% | -48.8% |
| All | -37.7% | +249.4% | -287.1% | -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