+33.3%
CP vs FFIV
+28.8%
+4.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +2.0% |
| 7D | +2.8% | -2.1% | +4.9% | +2.7% |
| 30D | +11.3% | -33.8% | +45.1% | +10.7% |
| 3M | +2.9% | -20.6% | +23.5% | +3.2% |
| 6M | +9.8% | -10.2% | +20.0% | +10.7% |
| YTD | +28.5% | +24.5% | +4.1% | +29.3% |
| All | +33.3% | +28.8% | +4.5% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling