+238.9%
CRM vs FFIV
+249.4%
-10.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.3% |
| 7D | -4.4% | +5.4% | -9.9% | -7.0% |
| 30D | +28.1% | -2.7% | +30.8% | +29.6% |
| 3M | +48.8% | +4.5% | +44.3% | +44.2% |
| 6M | +28.3% | +42.2% | -13.9% | +5.7% |
| YTD | -6.0% | +61.3% | -67.3% | -27.8% |
| 1Y | +1.4% | +23.0% | -21.6% | -11.5% |
| 3Y | +11.8% | +156.3% | -144.4% | -35.7% |
| 5Y | -2.0% | +102.9% | -104.9% | -37.3% |
| All | +238.9% | +249.4% | -10.5% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling