+110.5%
CNC vs FFIV
+33.5%
+77.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.4% | +13.1% | +12.7% |
| 7D | +13.4% | -9.8% | +23.2% | +16.2% |
| 30D | +18.2% | -28.1% | +46.3% | +27.4% |
| 3M | +18.6% | -20.0% | +38.7% | +23.1% |
| 6M | +41.9% | -0.1% | +42.0% | +34.4% |
| YTD | +84.7% | +29.2% | +55.5% | +51.5% |
| 1Y | +110.5% | +36.6% | +73.9% | +65.2% |
| All | +110.5% | +33.5% | +77.0% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling