+291.2%
CF vs FIVE
+867.4%
-576.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.1% | -5.5% |
| 7D | -6.9% | +7.5% | -14.4% | -8.1% |
| 30D | -3.7% | +16.7% | -20.4% | -6.5% |
| 3M | -5.0% | +13.4% | -18.3% | -7.6% |
| 6M | -10.5% | +9.0% | -19.5% | -12.9% |
| YTD | +46.5% | +33.8% | +12.7% | +36.0% |
| 1Y | +34.8% | +61.2% | -26.3% | +20.6% |
| 3Y | +46.7% | +42.1% | +4.6% | +27.8% |
| 5Y | +112.0% | +21.4% | +90.6% | +85.3% |
| 10Y | +529.7% | +609.1% | -79.4% | +286.6% |
| All | +291.2% | +867.4% | -576.2% | +121.2% |
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