+200.7%
CAPR vs FIVE
+35.4%
+165.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.2% |
| 7D | +29.7% | -1.7% | +31.4% | +30.5% |
| 30D | +11.0% | +14.9% | -4.0% | +6.0% |
| 3M | +118.8% | +7.6% | +111.2% | +113.5% |
| 6M | -73.9% | +6.4% | -80.3% | -75.2% |
| YTD | -70.2% | +28.1% | -98.3% | -73.6% |
| 1Y | +38.3% | +54.7% | -16.4% | +14.6% |
| All | +200.7% | +35.4% | +165.3% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling