+7,418.1%
CME vs FFIV
+5,526.1%
+1,892.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +0.9% | -8.1% | +9.0% | +2.7% |
| 30D | +13.2% | -33.4% | +46.6% | +22.5% |
| 3M | +16.3% | -24.7% | +41.0% | +22.1% |
| 6M | +7.1% | -8.8% | +16.0% | +7.3% |
| YTD | +15.8% | +21.8% | -5.9% | +7.9% |
| 1Y | +17.1% | +25.3% | -8.2% | +8.2% |
| 3Y | +63.2% | +101.2% | -38.0% | +31.3% |
| 5Y | +70.2% | +40.2% | +30.0% | +46.6% |
| 10Y | +337.0% | +129.0% | +208.0% | +223.1% |
| All | +7,418.1% | +5,526.1% | +1,892.0% | +2,350.0% |
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 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