+79.1%
CME vs FFIV
+92.6%
-13.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +6.2% | -5.1% | +11.3% | +6.5% |
| 3M | +10.4% | -4.5% | +14.9% | +10.5% |
| 6M | -9.5% | +36.5% | -46.0% | -11.9% |
| YTD | +6.0% | +53.0% | -47.0% | +2.1% |
| 1Y | +9.3% | +24.2% | -14.9% | +7.0% |
| 3Y | +57.7% | +137.2% | -79.6% | +40.6% |
| All | +79.1% | +92.6% | -13.5% | +64.0% |
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