+246.7%
CB vs FFIV
+126.0%
+120.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | -4.2% | +4.9% | +1.5% |
| 30D | +8.2% | -33.9% | +42.1% | +16.5% |
| 3M | +6.3% | -22.6% | +28.9% | +10.4% |
| 6M | +16.2% | -10.4% | +26.6% | +16.2% |
| YTD | +19.3% | +24.3% | -5.0% | +9.6% |
| 1Y | +29.2% | +31.8% | -2.6% | +16.9% |
| 3Y | +71.4% | +99.5% | -28.1% | +34.9% |
| 5Y | +104.2% | +40.7% | +63.5% | +74.8% |
| 10Y | +246.7% | +126.9% | +119.8% | +132.3% |
| All | +246.7% | +126.0% | +120.7% | +132.3% |
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