+101.0%
CB vs FFIV
+91.3%
+9.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.5% | -1.0% | +1.4% | +0.6% |
| 30D | -3.1% | -5.1% | +2.0% | -2.6% |
| 3M | +9.0% | -4.5% | +13.4% | +9.2% |
| 6M | +2.9% | +36.5% | -33.6% | -1.8% |
| YTD | +10.1% | +53.0% | -42.9% | +3.1% |
| 1Y | +22.8% | +24.2% | -1.4% | +18.6% |
| 3Y | +73.8% | +137.2% | -63.4% | +48.7% |
| All | +101.0% | +91.3% | +9.7% | +74.5% |
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 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