+25.6%
CL vs FFIV
+32.9%
-7.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | 0.0% |
| 7D | -0.8% | -2.9% | +2.2% | -1.1% |
| 30D | +9.5% | -32.4% | +41.9% | +5.2% |
| 3M | +6.8% | -22.7% | +29.5% | +4.5% |
| 6M | +14.3% | -10.7% | +25.0% | +14.0% |
| YTD | +26.3% | +25.4% | +0.9% | +30.8% |
| 1Y | +25.6% | +34.2% | -8.6% | +27.0% |
| All | +25.6% | +32.9% | -7.4% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling