+235.5%
FFIV vs CPB
-45.5%
+281.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.4% |
| 7D | +1.6% | -5.4% | +7.0% | +1.8% |
| 30D | -3.7% | -7.8% | +4.1% | -3.5% |
| 3M | +2.0% | -6.9% | +8.9% | +2.2% |
| 6M | +39.3% | -12.2% | +51.5% | +39.8% |
| YTD | +56.1% | -21.1% | +77.2% | +57.5% |
| 1Y | +22.0% | -33.5% | +55.5% | +24.3% |
| 3Y | +148.2% | -43.2% | +191.4% | +153.7% |
| 5Y | +96.3% | -40.9% | +137.2% | +99.1% |
| All | +235.5% | -45.5% | +281.0% | +250.0% |
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