-33.8%
CCL vs FFIV
+124.6%
-158.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.9% |
| 7D | -0.3% | +1.9% | -2.2% | -1.5% |
| 30D | +10.3% | -33.3% | +43.6% | +40.4% |
| 3M | +6.6% | -24.9% | +31.5% | +23.3% |
| 6M | +20.0% | -10.5% | +30.5% | +20.3% |
| YTD | -1.9% | +24.4% | -26.3% | -25.8% |
| 1Y | +10.4% | +32.3% | -21.8% | -20.5% |
| 3Y | +134.8% | +99.7% | +35.1% | +18.1% |
| 5Y | +34.0% | +38.4% | -4.4% | -11.3% |
| All | -33.8% | +124.6% | -158.4% | -74.4% |
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