+11.8%
CRM vs FFIV
+155.7%
-143.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.7% |
| 7D | -4.4% | +5.4% | -9.9% | -6.4% |
| 30D | +28.1% | -2.7% | +30.8% | +29.3% |
| 3M | +48.8% | +4.5% | +44.3% | +45.1% |
| 6M | +28.3% | +42.2% | -13.9% | +10.1% |
| YTD | -6.0% | +61.3% | -67.3% | -23.6% |
| 1Y | +1.4% | +23.0% | -21.6% | -8.3% |
| 3Y | +11.8% | +156.3% | -144.4% | -28.9% |
| All | +11.8% | +155.7% | -143.9% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling