+6.8%
CI vs FFIV
+136.9%
-130.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | +4.4% | -5.1% | +9.5% | +4.5% |
| 3M | +0.7% | -4.5% | +5.1% | +0.7% |
| 6M | +0.3% | +36.5% | -36.1% | -1.0% |
| YTD | +3.8% | +53.0% | -49.2% | +2.2% |
| 1Y | -5.5% | +24.2% | -29.7% | -7.0% |
| All | +6.8% | +136.9% | -130.1% | -0.6% |
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 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