+107.8%
CB vs FFIV
+35.3%
+72.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.3% |
| 7D | +2.9% | -0.5% | +3.5% | +3.0% |
| 30D | +7.3% | -32.4% | +39.7% | +10.8% |
| 3M | +9.4% | -25.7% | +35.1% | +11.6% |
| 6M | +19.6% | -13.5% | +33.1% | +19.6% |
| YTD | +21.5% | +21.1% | +0.4% | +15.5% |
| 1Y | +28.0% | +29.4% | -1.4% | +20.4% |
| 3Y | +74.9% | +94.9% | -20.0% | +51.1% |
| All | +107.8% | +35.3% | +72.5% | +90.2% |
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 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