+73.0%
CF vs FFIV
+136.9%
-63.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | -1.0% | +7.0% | +6.1% |
| 30D | +14.8% | -5.1% | +19.9% | +15.5% |
| 3M | +14.1% | -4.5% | +18.5% | +14.4% |
| 6M | +28.5% | +36.5% | -7.9% | +21.4% |
| YTD | +74.9% | +53.0% | +22.0% | +61.5% |
| 1Y | +61.7% | +24.2% | +37.5% | +54.9% |
| All | +73.0% | +136.9% | -63.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling