+11.7%
FFIV vs CAI
-9.3%
+21.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -2.9% | -26.3% | +23.3% | -1.7% |
| 30D | -32.4% | -17.5% | -14.9% | -31.8% |
| 3M | -22.7% | +5.8% | -28.5% | -22.5% |
| 6M | -10.7% | +53.6% | -64.3% | -11.8% |
| YTD | +25.4% | -9.2% | +34.6% | +24.6% |
| 1Y | +34.2% | -2.7% | +36.8% | +33.5% |
| All | +11.7% | -9.3% | +21.0% | +11.5% |
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