+219.7%
CFG vs FFIV
+126.0%
+93.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.7% | -4.2% | +4.9% | +2.8% |
| 30D | +2.8% | -33.9% | +36.6% | +23.5% |
| 3M | -10.1% | -22.6% | +12.5% | -1.1% |
| 6M | +3.2% | -10.4% | +13.6% | +3.7% |
| YTD | +14.2% | +24.3% | -10.1% | -5.9% |
| 1Y | +27.4% | +31.8% | -4.4% | +1.4% |
| 3Y | +187.6% | +99.5% | +88.1% | +74.5% |
| 5Y | +65.7% | +40.7% | +25.0% | +19.9% |
| 10Y | +219.7% | +126.9% | +92.8% | +49.2% |
| All | +219.7% | +126.0% | +93.7% | +49.2% |
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