-21.5%
CG vs FFIV
+35.3%
-56.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +2.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | +11.2% | -32.4% | +43.6% | +35.4% |
| 3M | -22.1% | -25.7% | +3.6% | -11.5% |
| 6M | -17.9% | -13.5% | -4.4% | -16.9% |
| YTD | -31.3% | +21.1% | -52.4% | -46.3% |
| 1Y | -24.0% | +29.4% | -53.4% | -43.4% |
| 3Y | +45.0% | +94.9% | -49.9% | -23.5% |
| All | -21.5% | +35.3% | -56.8% | -49.4% |
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