+7.0%
CAG vs FFIV
-12.8%
+19.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +0.9% |
| 7D | -3.3% | -0.5% | -2.8% | -3.4% |
| 30D | +7.7% | -32.4% | +40.1% | +4.4% |
| 3M | -3.2% | -25.7% | +22.5% | -4.0% |
| 6M | +7.0% | -13.5% | +20.5% | +7.9% |
| All | +7.0% | -12.8% | +19.8% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling