+101.2%
FFIV vs CRL
+86.4%
+14.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -1.6% |
| 7D | -8.1% | -6.1% | -2.0% | -7.2% |
| 30D | -33.4% | +12.4% | -45.8% | -34.9% |
| 3M | -24.7% | +27.1% | -51.9% | -28.2% |
| 6M | -8.8% | +85.7% | -94.6% | -19.4% |
| YTD | +21.8% | +69.2% | -47.4% | +9.0% |
| 1Y | +25.3% | +97.5% | -72.2% | +8.7% |
| 3Y | +101.2% | +86.1% | +15.1% | +72.9% |
| All | +101.2% | +86.4% | +14.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling