-66.2%
CAPR vs FIVE
+563.4%
-629.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +4.8% |
| 7D | +41.1% | -0.3% | +41.3% | +41.2% |
| 30D | +11.1% | +17.7% | -6.5% | +5.1% |
| 3M | +115.3% | +4.0% | +111.3% | +112.0% |
| 6M | -73.8% | +2.6% | -76.4% | -74.9% |
| YTD | -68.8% | +27.6% | -96.4% | -72.4% |
| 1Y | +43.3% | +59.9% | -16.6% | +17.3% |
| 3Y | +214.7% | +35.8% | +178.9% | +152.8% |
| 5Y | +141.3% | +14.4% | +126.9% | +94.1% |
| All | -66.2% | +563.4% | -629.6% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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