+5,595.5%
CP vs FFIV
+7,518.9%
-1,923.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | +0.2% | -5.1% | +5.2% | +0.7% |
| 3M | +2.6% | -4.5% | +7.0% | +2.9% |
| 6M | +6.0% | +36.5% | -30.5% | +1.7% |
| YTD | +24.9% | +53.0% | -28.0% | +18.0% |
| 1Y | +20.1% | +24.2% | -4.1% | +16.1% |
| 3Y | +16.4% | +137.2% | -120.8% | +3.8% |
| 5Y | +31.7% | +91.8% | -60.0% | +19.7% |
| 10Y | +223.9% | +215.2% | +8.7% | +176.6% |
| All | +5,595.5% | +7,518.9% | -1,923.4% | +3,774.6% |
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