+39.9%
CL vs FFIV
+39.5%
+0.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +1.3% | -8.1% | +9.5% | +1.4% |
| 30D | +11.4% | -33.4% | +44.7% | +11.9% |
| 3M | +4.4% | -24.7% | +29.2% | +4.6% |
| 6M | +10.8% | -8.8% | +19.6% | +10.1% |
| YTD | +25.1% | +21.8% | +3.4% | +22.4% |
| 1Y | +28.0% | +25.3% | +2.7% | +24.9% |
| 3Y | +37.6% | +101.2% | -63.5% | +24.7% |
| All | +39.9% | +39.5% | +0.4% | +30.6% |
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