+92.6%
CAPR vs FIVE
+31.2%
+61.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.1% |
| 7D | -2.0% | +4.3% | -6.2% | -3.1% |
| 30D | +139.2% | +12.5% | +126.7% | +131.0% |
| 3M | -66.4% | +31.2% | -97.6% | -69.6% |
| 6M | -63.1% | +14.4% | -77.5% | -65.5% |
| YTD | -67.4% | +33.9% | -101.3% | -71.0% |
| 1Y | +58.2% | +65.1% | -6.8% | +32.3% |
| 3Y | +42.2% | +49.0% | -6.8% | +14.6% |
| All | +92.6% | +31.2% | +61.4% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling