+4,079.4%
FFIV vs CPB
+18.3%
+4,061.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -8.1% | +8.0% | -16.1% | -9.5% |
| 30D | -33.4% | +22.4% | -55.8% | -36.0% |
| 3M | -24.7% | +2.5% | -27.3% | -25.5% |
| 6M | -8.8% | +12.2% | -21.1% | -11.6% |
| YTD | +21.8% | -12.8% | +34.6% | +23.5% |
| 1Y | +25.3% | -19.2% | +44.5% | +28.8% |
| 3Y | +101.2% | -35.6% | +136.7% | +112.9% |
| 5Y | +40.2% | -31.4% | +71.6% | +44.2% |
| 10Y | +129.0% | -37.9% | +167.0% | +131.0% |
| All | +4,079.4% | +18.3% | +4,061.1% | +4,668.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling