+299.5%
CME vs FFIV
+132.4%
+167.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.8% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | +8.5% | -33.8% | +42.3% | +15.7% |
| 3M | +16.0% | -20.6% | +36.6% | +19.3% |
| 6M | +9.3% | -10.2% | +19.6% | +9.2% |
| YTD | +15.3% | +24.5% | -9.2% | +7.0% |
| 1Y | +14.4% | +29.3% | -14.9% | +5.2% |
| 3Y | +59.9% | +103.8% | -43.9% | +26.3% |
| 5Y | +69.4% | +40.9% | +28.6% | +46.3% |
| 10Y | +299.5% | +126.6% | +172.9% | +159.5% |
| All | +299.5% | +132.4% | +167.1% | +159.5% |
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