+122.4%
CF vs FFIV
+39.3%
+83.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.6% | +7.0% |
| 7D | +0.4% | -14.2% | +14.6% | +2.6% |
| 30D | +2.2% | -33.6% | +35.8% | +8.4% |
| 3M | +2.1% | -24.2% | +26.3% | +5.5% |
| 6M | -6.5% | -8.3% | +1.7% | -7.5% |
| YTD | +55.6% | +22.1% | +33.4% | +44.0% |
| 1Y | +42.3% | +26.5% | +15.8% | +30.6% |
| 3Y | +55.7% | +102.3% | -46.6% | +24.3% |
| 5Y | +122.4% | +40.6% | +81.8% | +81.1% |
| All | +122.4% | +39.3% | +83.1% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling