+246.7%
CB vs FIVE
+562.8%
-316.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.7% | +7.3% | -6.6% | -0.4% |
| 30D | +8.2% | +18.1% | -9.9% | +5.5% |
| 3M | +6.3% | +7.7% | -1.4% | +4.8% |
| 6M | +16.2% | +13.6% | +2.6% | +13.1% |
| YTD | +19.3% | +34.6% | -15.3% | +12.7% |
| 1Y | +29.2% | +66.2% | -37.0% | +17.9% |
| 3Y | +71.4% | +43.5% | +28.0% | +54.8% |
| 5Y | +104.2% | +20.7% | +83.6% | +85.3% |
| 10Y | +246.7% | +541.5% | -294.8% | +141.6% |
| All | +246.7% | +562.8% | -316.1% | +141.6% |
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