+248.2%
CB vs FFIV
+126.1%
+122.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.2% | -8.1% | +8.4% | +1.9% |
| 30D | +9.1% | -33.4% | +42.4% | +17.2% |
| 3M | +3.4% | -24.7% | +28.2% | +8.0% |
| 6M | +14.1% | -8.8% | +22.9% | +13.6% |
| YTD | +18.0% | +21.8% | -3.8% | +8.9% |
| 1Y | +30.1% | +25.3% | +4.8% | +19.1% |
| 3Y | +71.8% | +101.2% | -29.4% | +34.6% |
| 5Y | +101.8% | +40.2% | +61.6% | +72.5% |
| All | +248.2% | +126.1% | +122.1% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling