+320.3%
CFG vs FFIV
+158.3%
+162.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.3% | -0.6% |
| 7D | -2.2% | -14.2% | +12.1% | +4.8% |
| 30D | +0.4% | -33.6% | +34.0% | +19.0% |
| 3M | -12.6% | -24.2% | +11.6% | -3.5% |
| 6M | +0.6% | -8.3% | +8.9% | 0.0% |
| YTD | +12.4% | +22.1% | -9.7% | -4.8% |
| 1Y | +27.7% | +26.5% | +1.2% | +5.9% |
| 3Y | +172.4% | +102.3% | +70.0% | +72.4% |
| 5Y | +64.0% | +40.6% | +23.3% | +22.3% |
| 10Y | +252.8% | +129.7% | +123.2% | +86.3% |
| All | +320.3% | +158.3% | +162.0% | +109.7% |
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