-69.4%
CAPR vs FIVE
+504.2%
-573.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | +5.9% | +2.7% | +3.2% | +5.0% |
| 30D | +44.6% | +12.7% | +31.9% | +39.0% |
| 3M | +126.4% | +2.1% | +124.3% | +124.6% |
| 6M | -68.6% | +17.5% | -86.1% | -71.2% |
| YTD | -67.0% | +31.0% | -97.9% | -71.1% |
| 1Y | +65.2% | +67.7% | -2.6% | +33.3% |
| 3Y | +235.6% | +43.4% | +192.2% | +164.7% |
| 5Y | +175.4% | +18.1% | +157.4% | +119.2% |
| All | -69.4% | +504.2% | -573.5% | -88.1% |
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