+4,577.2%
CNC vs FFIV
+2,985.5%
+1,591.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +3.5% | -1.0% | +4.5% | +3.7% |
| 30D | +0.1% | -5.1% | +5.1% | +1.0% |
| 3M | +6.9% | -4.5% | +11.4% | +7.7% |
| 6M | +49.0% | +36.5% | +12.5% | +39.5% |
| YTD | +62.9% | +53.0% | +9.9% | +48.7% |
| 1Y | +134.0% | +24.2% | +109.8% | +122.1% |
| 3Y | +9.4% | +137.2% | -127.8% | -10.4% |
| 5Y | +4.1% | +91.8% | -87.6% | -12.1% |
| 10Y | +95.4% | +215.2% | -119.8% | +46.3% |
| All | +4,577.2% | +2,985.5% | +1,591.7% | +1,992.3% |
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