+5,643.5%
CP vs FFIV
+5,965.2%
-321.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +2.8% | -8.1% | +10.9% | +3.8% |
| 30D | +10.2% | -33.4% | +43.6% | +15.1% |
| 3M | +2.4% | -24.7% | +27.1% | +5.2% |
| 6M | +7.7% | -8.8% | +16.5% | +8.0% |
| YTD | +26.0% | +21.8% | +4.2% | +21.7% |
| 1Y | +34.6% | +25.3% | +9.3% | +29.5% |
| 3Y | +26.7% | +101.2% | -74.5% | +14.6% |
| 5Y | +24.9% | +40.2% | -15.3% | +17.2% |
| 10Y | +258.6% | +129.0% | +129.6% | +216.1% |
| All | +5,643.5% | +5,965.2% | -321.7% | +3,894.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling