+60.4%
CFG vs FFIV
+35.3%
+25.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +5.1% | -32.4% | +37.5% | +20.1% |
| 3M | -11.2% | -25.7% | +14.4% | -3.1% |
| 6M | +9.6% | -13.5% | +23.1% | +10.8% |
| YTD | +15.0% | +21.1% | -6.1% | -2.1% |
| 1Y | +29.9% | +29.4% | +0.4% | +6.8% |
| 3Y | +192.1% | +94.9% | +97.2% | +93.2% |
| All | +60.4% | +35.3% | +25.1% | +16.1% |
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