+104.2%
CB vs FFIV
+41.1%
+63.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | -4.2% | +4.9% | +1.1% |
| 30D | +8.2% | -33.9% | +42.1% | +11.9% |
| 3M | +6.3% | -22.6% | +28.9% | +8.1% |
| 6M | +16.2% | -10.4% | +26.6% | +15.7% |
| YTD | +19.3% | +24.3% | -5.0% | +13.2% |
| 1Y | +29.2% | +31.8% | -2.6% | +21.5% |
| 3Y | +71.4% | +99.5% | -28.1% | +48.0% |
| 5Y | +104.2% | +40.7% | +63.5% | +84.0% |
| All | +104.2% | +41.1% | +63.1% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling