+219.8%
CFG vs FFIV
+130.1%
+89.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -0.8% | -2.9% | +2.2% | +0.7% |
| 30D | +3.1% | -32.4% | +35.5% | +22.6% |
| 3M | -9.7% | -22.7% | +13.0% | -0.6% |
| 6M | +6.7% | -10.7% | +17.4% | +7.5% |
| YTD | +15.2% | +25.4% | -10.2% | -5.5% |
| 1Y | +28.8% | +34.2% | -5.4% | +1.5% |
| 3Y | +190.1% | +101.2% | +88.9% | +75.3% |
| 5Y | +63.4% | +42.0% | +21.4% | +17.7% |
| 10Y | +219.8% | +126.7% | +93.0% | +48.4% |
| All | +219.8% | +130.1% | +89.7% | +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 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