+103.8%
CAG vs FFIV
+7,518.9%
-7,415.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -3.8% | -1.0% | -2.8% | -3.8% |
| 30D | +3.1% | -5.1% | +8.2% | +3.3% |
| 3M | +23.5% | -4.5% | +27.9% | +23.6% |
| 6M | -14.8% | +36.5% | -51.3% | -16.0% |
| YTD | -5.4% | +53.0% | -58.4% | -7.2% |
| 1Y | -11.8% | +24.2% | -36.0% | -12.8% |
| 3Y | -36.7% | +137.2% | -173.9% | -39.0% |
| 5Y | -40.3% | +91.8% | -132.0% | -42.2% |
| 10Y | -37.0% | +215.2% | -252.2% | -40.5% |
| All | +103.8% | +7,518.9% | -7,415.1% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling