+237.0%
CFG vs FIVE
+596.6%
-359.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.3% |
| 7D | +0.3% | +6.2% | -5.9% | -1.6% |
| 30D | +3.2% | +18.2% | -15.0% | -1.9% |
| 3M | -9.7% | +3.8% | -13.5% | -11.2% |
| 6M | +3.6% | +13.7% | -10.1% | -1.9% |
| YTD | +14.7% | +34.7% | -20.0% | +2.5% |
| 1Y | +29.6% | +66.6% | -37.1% | +8.3% |
| 3Y | +190.6% | +44.3% | +146.3% | +135.7% |
| 5Y | +67.1% | +18.8% | +48.3% | +39.1% |
| 10Y | +237.0% | +569.2% | -332.2% | +66.2% |
| All | +237.0% | +596.6% | -359.6% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling