+981.8%
CI vs FFIV
+7,518.9%
-6,537.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | +4.4% | -5.1% | +9.5% | +4.8% |
| 3M | +0.7% | -4.5% | +5.1% | +0.9% |
| 6M | +0.3% | +36.5% | -36.1% | -2.3% |
| YTD | +3.8% | +53.0% | -49.2% | +0.1% |
| 1Y | -5.5% | +24.2% | -29.7% | -7.5% |
| 3Y | +8.1% | +137.2% | -129.1% | -0.1% |
| 5Y | +42.8% | +91.8% | -49.0% | +33.5% |
| 10Y | +143.9% | +215.2% | -71.3% | +118.8% |
| All | +981.8% | +7,518.9% | -6,537.2% | +772.1% |
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