+11.8%
CG vs FFIV
+91.3%
-79.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -4.3% | -1.0% | -3.4% | -3.8% |
| 30D | -5.1% | -5.1% | 0.0% | -2.3% |
| 3M | +8.7% | -4.5% | +13.1% | +10.7% |
| 6M | -9.2% | +36.5% | -45.7% | -28.4% |
| YTD | -18.9% | +53.0% | -71.8% | -41.5% |
| 1Y | -25.6% | +24.2% | -49.9% | -38.5% |
| 3Y | +57.3% | +137.2% | -79.9% | -20.0% |
| All | +11.8% | +91.3% | -79.5% | -36.6% |
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