-41.0%
CCL vs FFIV
+224.0%
-265.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -0.1% | -1.5% | +1.4% | +0.9% |
| 30D | -20.0% | -2.7% | -17.3% | -19.0% |
| 3M | -13.7% | -1.7% | -12.0% | -13.9% |
| 6M | -9.0% | +36.1% | -45.1% | -29.9% |
| YTD | -22.8% | +52.6% | -75.4% | -46.4% |
| 1Y | -25.3% | +21.5% | -46.8% | -39.0% |
| 3Y | +54.1% | +142.7% | -88.6% | -27.8% |
| 5Y | +3.5% | +92.6% | -89.1% | -43.0% |
| 10Y | -41.0% | +225.5% | -266.5% | -78.6% |
| All | -41.0% | +224.0% | -265.0% | -78.6% |
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