+223.2%
CP vs FFIV
+224.0%
-0.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.4% | -1.5% | +4.0% | +2.9% |
| 30D | -0.5% | -2.7% | +2.1% | +0.1% |
| 3M | +1.4% | -1.7% | +3.1% | +1.3% |
| 6M | +10.3% | +36.1% | -25.8% | -1.6% |
| YTD | +24.3% | +52.6% | -28.3% | +5.8% |
| 1Y | +20.4% | +21.5% | -1.1% | +10.3% |
| 3Y | +21.8% | +142.7% | -120.9% | -15.1% |
| 5Y | +31.5% | +92.6% | -61.0% | -2.7% |
| 10Y | +223.2% | +225.5% | -2.3% | +86.7% |
| All | +223.2% | +224.0% | -0.8% | +86.7% |
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