+246.7%
CB vs FIVE
+535.9%
-289.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +7.3% | +17.4% | -10.1% | +4.8% |
| 3M | +7.0% | +7.0% | 0.0% | +5.7% |
| 6M | +16.3% | +20.5% | -4.1% | +12.3% |
| YTD | +19.7% | +33.1% | -13.4% | +13.2% |
| 1Y | +27.8% | +67.1% | -39.3% | +16.5% |
| 3Y | +72.0% | +41.9% | +30.1% | +55.5% |
| 5Y | +104.9% | +21.1% | +83.8% | +85.5% |
| 10Y | +246.7% | +518.8% | -272.1% | +141.8% |
| All | +246.7% | +535.9% | -289.2% | +141.8% |
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