+591.1%
CB vs FIVE
+867.4%
-276.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +1.2% |
| 7D | +5.3% | +7.5% | -2.2% | +4.2% |
| 30D | +13.2% | +16.7% | -3.5% | +10.9% |
| 3M | +7.8% | +13.4% | -5.6% | +5.7% |
| 6M | +15.8% | +9.0% | +6.7% | +13.7% |
| YTD | +21.0% | +33.8% | -12.8% | +15.1% |
| 1Y | +32.2% | +61.2% | -29.0% | +22.4% |
| 3Y | +76.7% | +42.1% | +34.6% | +60.8% |
| 5Y | +110.4% | +21.4% | +89.0% | +91.3% |
| 10Y | +261.0% | +609.1% | -348.1% | +151.1% |
| All | +591.1% | +867.4% | -276.3% | +375.1% |
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