+529.0%
CB vs FIVE
+868.1%
-339.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.6% |
| 7D | +0.5% | +4.3% | -3.8% | -0.1% |
| 30D | -3.1% | +12.5% | -15.6% | -4.8% |
| 3M | +9.0% | +31.2% | -22.3% | +4.8% |
| 6M | +2.9% | +14.4% | -11.5% | +0.2% |
| YTD | +10.1% | +33.9% | -23.8% | +4.8% |
| 1Y | +22.8% | +65.1% | -42.3% | +13.2% |
| 3Y | +73.8% | +49.0% | +24.8% | +56.9% |
| 5Y | +99.2% | +30.3% | +68.9% | +78.7% |
| 10Y | +218.2% | +481.1% | -262.9% | +125.2% |
| All | +529.0% | +868.1% | -339.1% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling