+3.4%
CNC vs FFIV
+100.0%
-96.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.6% |
| 7D | -4.9% | +3.5% | -8.3% | -5.6% |
| 30D | -3.8% | -1.3% | -2.5% | -3.6% |
| 3M | -3.2% | +2.4% | -5.6% | -3.9% |
| 6M | +47.9% | +41.8% | +6.1% | +37.2% |
| YTD | +55.7% | +58.5% | -2.8% | +41.0% |
| 1Y | +106.2% | +24.3% | +81.9% | +94.9% |
| 3Y | -2.1% | +152.0% | -154.1% | -22.9% |
| 5Y | +3.4% | +99.1% | -95.7% | -11.9% |
| All | +3.4% | +100.0% | -96.6% | -11.9% |
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