+76.3%
CL vs FFIV
+132.4%
-56.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.3% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | +11.6% | -33.8% | +45.4% | +14.9% |
| 3M | +5.6% | -20.6% | +26.2% | +6.9% |
| 6M | +13.2% | -10.2% | +23.4% | +13.0% |
| YTD | +26.9% | +24.5% | +2.4% | +22.0% |
| 1Y | +27.3% | +29.3% | -2.0% | +21.8% |
| 3Y | +39.7% | +103.8% | -64.1% | +23.1% |
| 5Y | +41.3% | +40.9% | +0.4% | +30.0% |
| 10Y | +76.3% | +126.6% | -50.3% | +42.2% |
| All | +76.3% | +132.4% | -56.1% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling