+2,072.8%
CB vs FFIV
+5,982.7%
-3,909.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.1% |
| 7D | +2.6% | -14.2% | +16.8% | +4.1% |
| 30D | +11.2% | -33.6% | +44.8% | +15.4% |
| 3M | +5.7% | -24.2% | +29.9% | +8.1% |
| 6M | +15.9% | -8.3% | +24.2% | +16.1% |
| YTD | +20.2% | +22.1% | -2.0% | +16.5% |
| 1Y | +32.4% | +26.5% | +5.9% | +27.9% |
| 3Y | +75.5% | +102.3% | -26.8% | +60.5% |
| 5Y | +105.5% | +40.6% | +64.9% | +93.5% |
| 10Y | +258.5% | +129.7% | +128.8% | +218.7% |
| All | +2,072.8% | +5,982.7% | -3,909.9% | +1,243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling