+30.9%
CL vs FFIV
+136.9%
-106.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | -2.2% | -1.0% | -1.2% | -2.2% |
| 30D | -4.8% | -5.1% | +0.2% | -5.1% |
| 3M | +4.9% | -4.5% | +9.4% | +4.7% |
| 6M | -5.7% | +36.5% | -42.2% | -4.3% |
| YTD | +14.4% | +53.0% | -38.6% | +16.5% |
| 1Y | +8.7% | +24.2% | -15.5% | +10.2% |
| All | +30.9% | +136.9% | -106.0% | +29.3% |
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