+62.0%
CFG vs FFIV
+39.5%
+22.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.9% | -8.1% | +7.2% | +2.2% |
| 30D | +1.1% | -33.4% | +34.5% | +16.0% |
| 3M | -12.0% | -24.7% | +12.8% | -4.5% |
| 6M | -2.2% | -8.8% | +6.6% | -3.4% |
| YTD | +11.4% | +21.8% | -10.4% | -5.3% |
| 1Y | +27.8% | +25.3% | +2.6% | +6.9% |
| 3Y | +173.3% | +101.2% | +72.1% | +78.1% |
| All | +62.0% | +39.5% | +22.6% | +13.9% |
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