+208.5%
CFG vs FFIV
+118.6%
+89.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.9% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +5.1% | -32.4% | +37.5% | +24.9% |
| 3M | -11.2% | -25.7% | +14.4% | -0.4% |
| 6M | +9.6% | -13.5% | +23.1% | +12.1% |
| YTD | +15.0% | +21.1% | -6.1% | -4.1% |
| 1Y | +29.9% | +29.4% | +0.4% | +4.2% |
| 3Y | +192.1% | +94.9% | +97.2% | +79.2% |
| 5Y | +62.3% | +34.7% | +27.6% | +20.3% |
| All | +208.5% | +118.6% | +89.9% | +45.8% |
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