+4,981.1%
CF vs FFIV
+1,677.5%
+3,303.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -6.9% | -9.8% | +2.9% | -4.0% |
| 30D | -3.7% | -28.1% | +24.4% | +5.5% |
| 3M | -5.0% | -20.0% | +15.1% | +0.3% |
| 6M | -10.5% | -0.1% | -10.4% | -12.9% |
| YTD | +46.5% | +29.2% | +17.3% | +29.6% |
| 1Y | +34.8% | +36.6% | -1.8% | +16.9% |
| 3Y | +46.7% | +114.0% | -67.3% | +6.0% |
| 5Y | +112.0% | +48.1% | +63.9% | +69.4% |
| 10Y | +529.7% | +142.9% | +386.8% | +311.4% |
| All | +4,981.1% | +1,677.5% | +3,303.6% | +1,453.6% |
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