+1,310.6%
CAH vs FFIV
+7,518.9%
-6,208.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +5.4% | -1.0% | +6.3% | +5.4% |
| 30D | +3.3% | -5.1% | +8.4% | +3.7% |
| 3M | +22.8% | -4.5% | +27.2% | +23.0% |
| 6M | +11.3% | +36.5% | -25.2% | +8.4% |
| YTD | +21.1% | +53.0% | -31.8% | +16.9% |
| 1Y | +67.2% | +24.2% | +43.0% | +63.7% |
| 3Y | +195.6% | +137.2% | +58.4% | +174.1% |
| 5Y | +413.8% | +91.8% | +322.1% | +381.5% |
| 10Y | +309.6% | +215.2% | +94.4% | +268.4% |
| All | +1,310.6% | +7,518.9% | -6,208.3% | +916.1% |
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