+5,793.7%
CRM vs FFIV
+3,228.7%
+2,565.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.5% | -1.5% | -1.9% | -2.8% |
| 30D | +29.3% | -2.7% | +31.9% | +30.5% |
| 3M | +36.8% | -1.7% | +38.5% | +36.9% |
| 6M | +23.9% | +36.1% | -12.2% | +7.6% |
| YTD | -5.5% | +52.6% | -58.1% | -22.1% |
| 1Y | -0.4% | +21.5% | -21.9% | -10.6% |
| 3Y | +12.8% | +142.7% | -129.9% | -25.4% |
| 5Y | -3.5% | +92.6% | -96.1% | -29.9% |
| 10Y | +238.4% | +225.5% | +13.0% | +91.8% |
| All | +5,793.7% | +3,228.7% | +2,565.1% | +981.9% |
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 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