+92.9%
FFIV vs CPB
-39.5%
+132.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.5% |
| 7D | -1.0% | -8.6% | +7.6% | -1.1% |
| 30D | -5.1% | -7.2% | +2.2% | -5.2% |
| 3M | -4.5% | +0.9% | -5.3% | -4.5% |
| 6M | +36.5% | -11.8% | +48.3% | +36.3% |
| YTD | +53.0% | -19.4% | +72.4% | +52.9% |
| 1Y | +24.2% | -30.4% | +54.6% | +24.4% |
| 3Y | +137.2% | -40.2% | +177.4% | +135.6% |
| All | +92.9% | -39.5% | +132.4% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling