+74.9%
CB vs FFIV
+95.4%
-20.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.1% |
| 7D | +2.9% | -0.5% | +3.5% | +2.9% |
| 30D | +7.3% | -32.4% | +39.7% | +8.5% |
| 3M | +9.4% | -25.7% | +35.1% | +10.0% |
| 6M | +19.6% | -13.5% | +33.1% | +18.9% |
| YTD | +21.5% | +21.1% | +0.4% | +17.0% |
| 1Y | +28.0% | +29.4% | -1.4% | +22.4% |
| 3Y | +74.9% | +94.9% | -20.0% | +66.8% |
| All | +74.9% | +95.4% | -20.5% | +66.8% |
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