+133.6%
CCL vs FFIV
+95.4%
+38.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.7% |
| 7D | -1.2% | -0.5% | -0.6% | -1.0% |
| 30D | +13.1% | -32.4% | +45.5% | +29.9% |
| 3M | +3.4% | -25.7% | +29.1% | +13.0% |
| 6M | +18.7% | -13.5% | +32.2% | +18.6% |
| YTD | -2.3% | +21.1% | -23.4% | -21.7% |
| 1Y | +14.2% | +29.4% | -15.2% | -12.7% |
| 3Y | +133.6% | +94.9% | +38.7% | +55.3% |
| All | +133.6% | +95.4% | +38.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling