-10.2%
CAG vs FFIV
+32.1%
-42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.9% |
| 7D | -6.2% | +1.9% | -8.1% | -6.0% |
| 30D | +7.4% | -33.3% | +40.7% | +5.1% |
| 3M | -1.6% | -24.9% | +23.3% | -2.6% |
| 6M | +6.3% | -10.5% | +16.9% | +5.4% |
| YTD | -10.1% | +24.4% | -34.5% | -11.4% |
| 1Y | -10.2% | +32.3% | -42.5% | -13.0% |
| All | -10.2% | +32.1% | -42.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling