+29.4%
FFIV vs CAPR
+63.5%
-34.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.3% | -2.7% |
| 7D | -0.5% | +5.9% | -6.4% | -0.5% |
| 30D | -32.4% | +44.6% | -77.0% | -32.3% |
| 3M | -25.7% | +126.4% | -152.1% | -25.5% |
| 6M | -13.5% | -68.6% | +55.1% | -13.4% |
| YTD | +21.1% | -67.0% | +88.1% | +21.3% |
| 1Y | +29.4% | +65.2% | -35.7% | +29.3% |
| All | +29.4% | +63.5% | -34.0% | +29.3% |
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