+4,872.3%
CNC vs FFIV
+2,342.8%
+2,529.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +1.6% | -32.4% | +34.0% | +9.3% |
| 3M | +7.9% | -25.7% | +33.6% | +13.6% |
| 6M | +21.2% | -13.5% | +34.7% | +23.5% |
| YTD | +73.2% | +21.1% | +52.1% | +64.4% |
| 1Y | +97.5% | +29.4% | +68.1% | +85.0% |
| 3Y | -1.2% | +94.9% | -96.1% | -16.4% |
| 5Y | -6.1% | +34.7% | -40.8% | -15.4% |
| 10Y | +181.3% | +119.0% | +62.2% | +124.9% |
| All | +4,872.3% | +2,342.8% | +2,529.5% | +2,213.4% |
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