+481.0%
CF vs FFIV
+126.0%
+355.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.8% | -4.2% | +8.9% | +6.0% |
| 30D | +9.7% | -33.9% | +43.6% | +23.4% |
| 3M | +1.2% | -22.6% | +23.8% | +7.5% |
| 6M | +7.4% | -10.4% | +17.7% | +7.4% |
| YTD | +60.5% | +24.3% | +36.2% | +40.8% |
| 1Y | +50.7% | +31.8% | +19.0% | +29.2% |
| 3Y | +64.8% | +99.5% | -34.7% | +14.1% |
| 5Y | +115.8% | +40.7% | +75.1% | +69.0% |
| 10Y | +481.0% | +126.9% | +354.1% | +225.9% |
| All | +481.0% | +126.0% | +355.1% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling