+521.1%
CL vs FFIV
+7,518.9%
-6,997.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +4.9% | -4.5% | +9.4% | +5.0% |
| 6M | -5.7% | +36.5% | -42.2% | -6.8% |
| YTD | +14.4% | +53.0% | -38.6% | +12.6% |
| 1Y | +8.7% | +24.2% | -15.5% | +7.7% |
| 3Y | +30.0% | +137.2% | -107.2% | +25.6% |
| 5Y | +28.4% | +91.8% | -63.4% | +24.6% |
| 10Y | +50.1% | +215.2% | -165.1% | +42.7% |
| All | +521.1% | +7,518.9% | -6,997.8% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling