+24.4%
CP vs FFIV
+39.5%
-15.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.8% | -8.1% | +10.9% | +4.6% |
| 30D | +10.2% | -33.4% | +43.6% | +19.4% |
| 3M | +2.4% | -24.7% | +27.1% | +7.4% |
| 6M | +7.7% | -8.8% | +16.5% | +7.0% |
| YTD | +26.0% | +21.8% | +4.2% | +14.1% |
| 1Y | +34.6% | +25.3% | +9.3% | +20.7% |
| 3Y | +26.7% | +101.2% | -74.5% | -6.3% |
| All | +24.4% | +39.5% | -15.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling