+94.9%
FFIV vs CPB
-35.1%
+130.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -2.4% |
| 7D | -0.5% | -1.6% | +1.0% | -0.7% |
| 30D | -32.4% | +19.2% | -51.6% | -31.3% |
| 3M | -25.7% | -0.9% | -24.7% | -25.4% |
| 6M | -13.5% | +15.2% | -28.7% | -12.3% |
| YTD | +21.1% | -13.1% | +34.2% | +21.0% |
| 1Y | +29.4% | -22.4% | +51.8% | +28.7% |
| 3Y | +94.9% | -35.3% | +130.2% | +92.1% |
| All | +94.9% | -35.1% | +130.0% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling