+282.1%
CME vs FFIV
+224.0%
+58.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.9% | -1.5% | -1.3% | -2.6% |
| 30D | +5.5% | -2.7% | +8.2% | +5.9% |
| 3M | +11.0% | -1.7% | +12.6% | +10.8% |
| 6M | -9.7% | +36.1% | -45.8% | -15.8% |
| YTD | +4.9% | +52.6% | -47.8% | -4.8% |
| 1Y | +10.1% | +21.5% | -11.4% | +4.4% |
| 3Y | +53.5% | +142.7% | -89.2% | +20.0% |
| 5Y | +77.2% | +92.6% | -15.4% | +44.5% |
| 10Y | +282.1% | +225.5% | +56.6% | +151.4% |
| All | +282.1% | +224.0% | +58.1% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling