-35.6%
CAG vs FFIV
+102.3%
-137.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.4% |
| 7D | -1.8% | -2.9% | +1.2% | -1.8% |
| 30D | +9.7% | -32.4% | +42.1% | +9.5% |
| 3M | +0.5% | -22.7% | +23.2% | +0.5% |
| 6M | +8.9% | -10.7% | +19.6% | +8.3% |
| YTD | -8.4% | +25.4% | -33.7% | -10.1% |
| 1Y | -8.3% | +34.2% | -42.5% | -10.4% |
| All | -35.6% | +102.3% | -137.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling