+11.0%
CCL vs FFIV
+5,965.2%
-5,954.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.1% | -8.1% | +11.3% | +4.7% |
| 30D | +13.7% | -33.4% | +47.1% | +21.5% |
| 3M | +3.8% | -24.7% | +28.6% | +8.3% |
| 6M | +9.3% | -8.8% | +18.1% | +9.9% |
| YTD | -1.1% | +21.8% | -22.9% | -6.0% |
| 1Y | +14.6% | +25.3% | -10.7% | +8.2% |
| 3Y | +146.4% | +101.2% | +45.2% | +115.4% |
| 5Y | +21.9% | +40.2% | -18.4% | +13.9% |
| 10Y | -29.4% | +129.0% | -158.5% | -38.3% |
| All | +11.0% | +5,965.2% | -5,954.1% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling