-64.7%
CAPR vs FIVE
+596.6%
-661.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +7.5% |
| 7D | +36.0% | +6.2% | +29.9% | +33.4% |
| 30D | +25.8% | +18.2% | +7.6% | +18.9% |
| 3M | +140.8% | +3.8% | +137.0% | +137.7% |
| 6M | -67.6% | +13.7% | -81.3% | -70.0% |
| YTD | -65.9% | +34.7% | -100.6% | -70.4% |
| 1Y | +66.1% | +66.6% | -0.5% | +34.1% |
| 3Y | +256.9% | +44.3% | +212.6% | +180.9% |
| 5Y | +172.1% | +18.8% | +153.3% | +116.5% |
| 10Y | -64.7% | +569.2% | -633.9% | -86.8% |
| All | -64.7% | +596.6% | -661.3% | -86.8% |
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