+1.4%
CCL vs FFIV
+91.3%
-89.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.4% |
| 7D | -5.0% | -1.0% | -4.1% | -4.6% |
| 30D | -20.3% | -5.1% | -15.3% | -18.2% |
| 3M | -15.1% | -4.5% | -10.7% | -13.8% |
| 6M | -15.1% | +36.5% | -51.6% | -34.2% |
| YTD | -21.8% | +53.0% | -74.8% | -45.3% |
| 1Y | -24.8% | +24.2% | -49.0% | -39.0% |
| 3Y | +51.9% | +137.2% | -85.3% | -28.2% |
| All | +1.4% | +91.3% | -89.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling