+71.4%
CB vs FFIV
+102.8%
-31.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | -4.2% | +4.9% | +0.8% |
| 30D | +8.2% | -33.9% | +42.1% | +9.5% |
| 3M | +6.3% | -22.6% | +28.9% | +6.8% |
| 6M | +16.2% | -10.4% | +26.6% | +15.3% |
| YTD | +19.3% | +24.3% | -5.0% | +14.9% |
| 1Y | +29.2% | +31.8% | -2.6% | +23.6% |
| 3Y | +71.4% | +99.5% | -28.1% | +63.5% |
| All | +71.4% | +102.8% | -31.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling