+302.3%
CAH vs FFIV
+239.4%
+62.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.1% |
| 7D | -2.2% | +3.5% | -5.7% | -3.0% |
| 30D | +1.2% | -1.3% | +2.5% | +1.3% |
| 3M | +13.1% | +2.4% | +10.7% | +12.0% |
| 6M | +8.5% | +41.8% | -33.3% | -0.9% |
| YTD | +17.6% | +58.5% | -40.9% | +4.2% |
| 1Y | +60.7% | +24.3% | +36.3% | +50.4% |
| 3Y | +183.2% | +152.0% | +31.1% | +113.6% |
| 5Y | +402.2% | +99.1% | +303.1% | +297.4% |
| 10Y | +302.3% | +242.8% | +59.6% | +154.5% |
| All | +302.3% | +239.4% | +62.9% | +154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling