+36.6%
FFIV vs CAPR
+47.4%
-10.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | -0.4% |
| 7D | -9.8% | +43.2% | -53.0% | -9.7% |
| 30D | -28.1% | +14.7% | -42.7% | -28.1% |
| 3M | -20.0% | +113.9% | -133.9% | -19.8% |
| 6M | -0.1% | -73.4% | +73.3% | +0.1% |
| YTD | +29.2% | -69.1% | +98.3% | +29.4% |
| 1Y | +36.6% | +47.2% | -10.6% | +35.6% |
| All | +36.6% | +47.4% | -10.8% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling