+362.4%
CFG vs FFIV
+223.5%
+138.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | -1.0% | +2.5% | +1.9% |
| 30D | -3.8% | -5.1% | +1.2% | -1.7% |
| 3M | +11.5% | -4.5% | +15.9% | +12.8% |
| 6M | +19.2% | +36.5% | -17.3% | -0.3% |
| YTD | +23.7% | +53.0% | -29.3% | -3.1% |
| 1Y | +38.8% | +24.2% | +14.6% | +20.2% |
| 3Y | +178.9% | +137.2% | +41.7% | +69.3% |
| 5Y | +101.8% | +91.8% | +10.0% | +32.4% |
| 10Y | +317.3% | +215.2% | +102.1% | +97.8% |
| All | +362.4% | +223.5% | +138.9% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling