+100.6%
CB vs FIVE
+19.1%
+81.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -0.8% |
| 7D | -1.5% | +6.2% | -7.7% | -1.9% |
| 30D | +6.5% | +18.2% | -11.7% | +5.4% |
| 3M | +4.1% | +3.8% | +0.2% | +3.7% |
| 6M | +14.4% | +13.7% | +0.7% | +13.2% |
| YTD | +17.5% | +34.7% | -17.2% | +14.7% |
| 1Y | +27.5% | +66.6% | -39.1% | +22.6% |
| 3Y | +71.6% | +44.3% | +27.3% | +66.8% |
| 5Y | +100.6% | +18.8% | +81.9% | +104.0% |
| All | +100.6% | +19.1% | +81.5% | +104.0% |
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