+127.8%
FFIV vs CPB
-37.5%
+165.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -8.1% | +8.0% | -16.1% | -8.3% |
| 30D | -33.4% | +22.4% | -55.8% | -33.8% |
| 3M | -24.7% | +3.8% | -28.6% | -24.8% |
| 6M | -8.8% | +13.7% | -22.5% | -9.4% |
| YTD | +21.8% | -11.7% | +33.5% | +22.5% |
| 1Y | +25.3% | -18.1% | +43.4% | +26.5% |
| 3Y | +101.2% | -34.7% | +135.9% | +104.5% |
| 5Y | +40.2% | -30.6% | +70.8% | +41.1% |
| All | +127.8% | -37.5% | +165.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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