-6.5%
CF vs FIVE
+3.9%
-10.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.3% | +10.4% | +5.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.2% |
| 30D | +2.2% | +14.9% | -12.7% | +5.0% |
| 3M | +2.1% | +7.6% | -5.5% | +3.7% |
| 6M | -6.5% | +6.4% | -13.0% | -7.5% |
| All | -6.5% | +3.9% | -10.5% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling