+280.5%
CG vs FFIV
+128.6%
+151.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.2% | -8.1% | +6.9% | +2.5% |
| 30D | +5.0% | -33.4% | +38.4% | +23.0% |
| 3M | -18.2% | -24.7% | +6.5% | -9.9% |
| 6M | -20.7% | -8.8% | -11.9% | -20.6% |
| YTD | -31.4% | +21.8% | -53.2% | -40.5% |
| 1Y | -22.3% | +25.3% | -47.5% | -33.5% |
| 3Y | +50.2% | +101.2% | -51.0% | +4.3% |
| 5Y | -22.1% | +40.2% | -62.3% | -37.7% |
| 10Y | +295.5% | +129.0% | +166.5% | +154.8% |
| All | +280.5% | +128.6% | +151.9% | +114.0% |
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