-41.2%
CAG vs FFIV
+100.0%
-141.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.1% |
| 7D | -6.6% | +3.5% | -10.1% | -6.8% |
| 30D | +2.3% | -1.3% | +3.6% | +2.3% |
| 3M | +16.3% | +2.4% | +13.9% | +16.0% |
| 6M | -16.0% | +41.8% | -57.8% | -18.2% |
| YTD | -7.7% | +58.5% | -66.2% | -11.0% |
| 1Y | -16.0% | +24.3% | -40.4% | -17.6% |
| 3Y | -37.7% | +152.0% | -189.7% | -43.2% |
| 5Y | -41.2% | +99.1% | -140.3% | -46.5% |
| All | -41.2% | +100.0% | -141.2% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling