+224.3%
FFIV vs CRL
+255.5%
-31.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | -1.0% | -1.0% | +0.1% | -0.7% |
| 30D | -5.1% | +10.7% | -15.7% | -8.0% |
| 3M | -4.5% | +55.3% | -59.7% | -16.8% |
| 6M | +36.5% | +60.7% | -24.2% | +16.2% |
| YTD | +53.0% | +44.6% | +8.3% | +34.1% |
| 1Y | +24.2% | +77.7% | -53.5% | +1.4% |
| 3Y | +137.2% | +37.6% | +99.6% | +98.4% |
| 5Y | +91.8% | -35.8% | +127.6% | +106.3% |
| All | +224.3% | +255.5% | -31.3% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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