+10.9%
FFIV vs CAI
-5.3%
+16.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | -2.1% | -20.3% | +18.2% | -1.1% |
| 30D | -33.8% | -13.9% | -19.9% | -33.3% |
| 3M | -20.6% | +12.4% | -33.1% | -20.6% |
| 6M | -10.2% | +58.3% | -68.6% | -11.5% |
| YTD | +24.5% | -5.2% | +29.7% | +23.5% |
| 1Y | +29.3% | -0.2% | +29.5% | +28.3% |
| All | +10.9% | -5.3% | +16.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling