+367.1%
CF vs FIVE
+868.1%
-501.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -4.1% |
| 7D | +6.0% | +4.3% | +1.7% | +5.2% |
| 30D | +14.8% | +12.5% | +2.3% | +12.2% |
| 3M | +14.1% | +31.2% | -17.2% | +8.2% |
| 6M | +28.5% | +14.4% | +14.2% | +23.5% |
| YTD | +74.9% | +33.9% | +41.1% | +62.8% |
| 1Y | +61.7% | +65.1% | -3.4% | +43.9% |
| 3Y | +80.3% | +49.0% | +31.4% | +55.7% |
| 5Y | +226.0% | +30.3% | +195.7% | +180.0% |
| 10Y | +569.9% | +481.1% | +88.8% | +321.1% |
| All | +367.1% | +868.1% | -501.0% | +164.9% |
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