+467.4%
CNP vs FFIV
+7,518.9%
-7,051.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | +1.1% | -1.0% | +2.1% | +1.1% |
| 30D | -1.8% | -5.1% | +3.2% | -1.6% |
| 3M | -4.6% | -4.5% | -0.2% | -4.5% |
| 6M | -8.8% | +36.5% | -45.3% | -10.7% |
| YTD | +5.2% | +53.0% | -47.7% | +2.4% |
| 1Y | +8.3% | +24.2% | -15.9% | +6.5% |
| 3Y | +54.9% | +137.2% | -82.3% | +46.0% |
| 5Y | +73.5% | +91.8% | -18.3% | +64.9% |
| 10Y | +139.1% | +215.2% | -76.1% | +120.4% |
| All | +467.4% | +7,518.9% | -7,051.6% | +383.2% |
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 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