+103.2%
CB vs FIVE
+14.2%
+89.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +9.1% | +17.7% | -8.6% | +8.0% |
| 3M | +3.4% | +4.0% | -0.6% | +3.0% |
| 6M | +14.1% | +2.6% | +11.5% | +13.6% |
| YTD | +18.0% | +27.6% | -9.6% | +15.6% |
| 1Y | +30.1% | +59.9% | -29.8% | +25.4% |
| 3Y | +71.8% | +35.8% | +36.0% | +67.7% |
| All | +103.2% | +14.2% | +89.0% | +106.6% |
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 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