+73.1%
CME vs FFIV
+35.3%
+37.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +3.9% | -0.5% | +4.5% | +4.0% |
| 30D | +11.3% | -32.4% | +43.7% | +13.0% |
| 3M | +19.6% | -25.7% | +45.2% | +20.6% |
| 6M | +8.1% | -13.5% | +21.6% | +7.7% |
| YTD | +20.4% | +21.1% | -0.7% | +16.7% |
| 1Y | +16.5% | +29.4% | -12.9% | +12.3% |
| 3Y | +66.4% | +94.9% | -28.4% | +48.4% |
| All | +73.1% | +35.3% | +37.7% | +62.7% |
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