+105.5%
CB vs FIVE
+15.3%
+90.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.4% |
| 7D | +2.6% | -1.7% | +4.3% | +2.7% |
| 30D | +11.2% | +14.9% | -3.7% | +10.2% |
| 3M | +5.7% | +7.6% | -1.9% | +5.1% |
| 6M | +15.9% | +6.4% | +9.5% | +15.1% |
| YTD | +20.2% | +28.1% | -7.9% | +17.7% |
| 1Y | +32.4% | +54.7% | -22.3% | +27.9% |
| 3Y | +75.5% | +36.1% | +39.4% | +71.4% |
| 5Y | +105.5% | +14.9% | +90.6% | +108.3% |
| All | +105.5% | +15.3% | +90.2% | +108.3% |
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