+1,195.2%
FFIV vs CRL
+1,630.9%
-435.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.8% | -8.1% | -2.6% |
| 7D | -8.1% | -6.1% | -2.0% | -6.6% |
| 30D | -33.4% | +12.4% | -45.8% | -36.1% |
| 3M | -24.7% | +27.1% | -51.9% | -30.7% |
| 6M | -8.8% | +85.7% | -94.6% | -26.1% |
| YTD | +21.8% | +69.2% | -47.4% | +0.5% |
| 1Y | +25.3% | +97.5% | -72.2% | -1.6% |
| 3Y | +101.2% | +86.1% | +15.1% | +51.1% |
| 5Y | +40.2% | -10.0% | +50.3% | +29.1% |
| 10Y | +129.0% | +395.0% | -266.0% | +17.1% |
| All | +1,195.2% | +1,630.9% | -435.7% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling