+260.5%
CP vs FFIV
+118.6%
+141.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.3% |
| 7D | +2.1% | -0.5% | +2.7% | +2.3% |
| 30D | +9.3% | -32.4% | +41.7% | +21.3% |
| 3M | +0.5% | -25.7% | +26.2% | +7.8% |
| 6M | +10.4% | -13.5% | +23.9% | +12.1% |
| YTD | +28.7% | +21.1% | +7.6% | +15.1% |
| 1Y | +33.2% | +29.4% | +3.8% | +16.2% |
| 3Y | +38.4% | +94.9% | -56.5% | +0.7% |
| 5Y | +26.2% | +34.7% | -8.5% | +2.9% |
| All | +260.5% | +118.6% | +141.9% | +124.3% |
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 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