+60.3%
CG vs FFIV
+140.3%
-80.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -4.3% | -1.0% | -3.4% | -3.9% |
| 30D | -5.1% | -5.1% | 0.0% | -2.7% |
| 3M | +8.7% | -4.5% | +13.1% | +10.5% |
| 6M | -9.2% | +36.5% | -45.7% | -26.5% |
| YTD | -18.9% | +53.0% | -71.8% | -39.5% |
| 1Y | -25.6% | +24.2% | -49.9% | -36.9% |
| All | +60.3% | +140.3% | -80.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling