+577.4%
CF vs FFIV
+214.3%
+363.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.3% |
| 30D | +14.8% | -5.1% | +19.9% | +16.6% |
| 3M | +14.1% | -4.5% | +18.5% | +14.9% |
| 6M | +28.5% | +36.5% | -7.9% | +13.4% |
| YTD | +74.9% | +53.0% | +22.0% | +47.3% |
| 1Y | +61.7% | +24.2% | +37.5% | +45.9% |
| 3Y | +80.3% | +137.2% | -56.9% | +22.2% |
| 5Y | +226.0% | +91.8% | +134.2% | +132.9% |
| All | +577.4% | +214.3% | +363.1% | +282.7% |
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