+7.9%
FFIV vs CAI
-14.7%
+22.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.2% | -2.5% |
| 7D | -0.5% | -8.7% | +8.1% | -0.1% |
| 30D | -32.4% | -23.8% | -8.5% | -31.5% |
| 3M | -25.7% | +3.9% | -29.6% | -25.4% |
| 6M | -13.5% | +56.8% | -70.3% | -14.5% |
| YTD | +21.1% | -14.6% | +35.7% | +20.7% |
| 1Y | +29.4% | -5.2% | +34.6% | +29.2% |
| All | +7.9% | -14.7% | +22.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling