-12.2%
CCL vs FFIV
+7,518.9%
-7,531.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -5.0% | -1.0% | -4.1% | -4.9% |
| 30D | -20.3% | -5.1% | -15.3% | -19.7% |
| 3M | -15.1% | -4.5% | -10.7% | -14.6% |
| 6M | -15.1% | +36.5% | -51.6% | -20.2% |
| YTD | -21.8% | +53.0% | -74.8% | -28.1% |
| 1Y | -24.8% | +24.2% | -49.0% | -28.3% |
| 3Y | +51.9% | +137.2% | -85.3% | +29.8% |
| 5Y | +4.0% | +91.8% | -87.7% | -7.2% |
| 10Y | -42.2% | +215.2% | -257.4% | -51.7% |
| All | -12.2% | +7,518.9% | -7,531.1% | -48.4% |
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 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