+256.9%
CP vs FFIV
+130.1%
+126.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -0.7% | -2.9% | +2.3% | +0.1% |
| 30D | +9.6% | -32.4% | +42.0% | +21.7% |
| 3M | +2.2% | -22.7% | +24.9% | +8.4% |
| 6M | +11.1% | -10.7% | +21.8% | +11.8% |
| YTD | +28.2% | +25.4% | +2.8% | +13.5% |
| 1Y | +32.2% | +34.2% | -2.0% | +14.2% |
| 3Y | +35.5% | +101.2% | -65.7% | -2.3% |
| 5Y | +26.8% | +42.0% | -15.2% | +1.7% |
| 10Y | +256.9% | +126.7% | +130.2% | +119.6% |
| All | +256.9% | +130.1% | +126.9% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling