+41.2%
FFIV vs CAI
-11.0%
+52.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.0% | +3.9% |
| 7D | +3.5% | -3.1% | +6.6% | +3.5% |
| 30D | -1.3% | +2.7% | -4.0% | -1.4% |
| 3M | +2.4% | +41.7% | -39.3% | +1.2% |
| 6M | +41.8% | +26.5% | +15.3% | +39.9% |
| YTD | +58.5% | -10.9% | +69.5% | +57.1% |
| 1Y | +24.3% | -29.2% | +53.6% | +22.8% |
| All | +41.2% | -11.0% | +52.2% | +40.5% |
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