+17.0%
CCL vs FFIV
+28.8%
-11.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.9% |
| 7D | +3.1% | -2.1% | +5.1% | +3.3% |
| 30D | +17.5% | -33.8% | +51.3% | +22.1% |
| 3M | +6.8% | -20.6% | +27.4% | +8.2% |
| 6M | +18.7% | -10.2% | +29.0% | +17.6% |
| YTD | +3.0% | +24.5% | -21.5% | -7.1% |
| All | +17.0% | +28.8% | -11.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling