-6.4%
CNC vs FFIV
+41.1%
-47.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -7.3% | -2.9% | -4.3% | -6.7% |
| 30D | +5.2% | -32.4% | +37.6% | +13.2% |
| 3M | +8.6% | -22.7% | +31.3% | +13.3% |
| 6M | +25.1% | -10.7% | +35.7% | +26.3% |
| YTD | +71.3% | +25.4% | +45.9% | +60.8% |
| 1Y | +99.3% | +34.2% | +65.2% | +84.7% |
| 3Y | -1.9% | +101.2% | -103.1% | -20.7% |
| 5Y | -6.4% | +42.0% | -48.3% | -16.1% |
| All | -6.4% | +41.1% | -47.5% | -16.1% |
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