+42.8%
CL vs FFIV
+39.3%
+3.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | 0.0% |
| 7D | +5.9% | -14.2% | +20.2% | +6.1% |
| 30D | +13.8% | -33.6% | +47.4% | +14.3% |
| 3M | +6.4% | -24.2% | +30.6% | +6.6% |
| 6M | +15.6% | -8.3% | +23.9% | +14.9% |
| YTD | +27.9% | +22.1% | +5.8% | +25.1% |
| 1Y | +31.4% | +26.5% | +4.9% | +28.2% |
| 3Y | +41.4% | +102.3% | -60.9% | +28.1% |
| 5Y | +42.8% | +40.6% | +2.2% | +33.2% |
| All | +42.8% | +39.3% | +3.5% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling