+248.2%
CB vs FIVE
+563.4%
-315.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +9.1% | +17.7% | -8.6% | +6.4% |
| 3M | +3.4% | +4.0% | -0.6% | +2.5% |
| 6M | +14.1% | +2.6% | +11.5% | +12.8% |
| YTD | +18.0% | +27.6% | -9.6% | +12.3% |
| 1Y | +30.1% | +59.9% | -29.8% | +19.5% |
| 3Y | +71.8% | +35.8% | +36.0% | +56.4% |
| 5Y | +101.8% | +14.4% | +87.4% | +84.5% |
| All | +248.2% | +563.4% | -315.2% | +145.1% |
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