-10.0%
CRM vs FFIV
+33.5%
-43.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -6.2% | -9.8% | +3.6% | -4.5% |
| 30D | -1.2% | -28.1% | +26.9% | +4.2% |
| 3M | +19.1% | -20.0% | +39.1% | +21.4% |
| 6M | +23.0% | -0.1% | +23.0% | +14.6% |
| YTD | -13.7% | +29.2% | -42.9% | -25.9% |
| 1Y | -10.0% | +36.6% | -46.6% | -25.0% |
| All | -10.0% | +33.5% | -43.5% | -25.0% |
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 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