+175.9%
CFG vs FIVE
+35.4%
+140.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.1% | -2.4% |
| 7D | -2.2% | -1.7% | -0.4% | -1.9% |
| 30D | +0.4% | +14.9% | -14.5% | -1.9% |
| 3M | -12.6% | +7.6% | -20.2% | -13.9% |
| 6M | +0.6% | +6.4% | -5.8% | -1.1% |
| YTD | +12.4% | +28.1% | -15.6% | +6.8% |
| 1Y | +27.7% | +54.7% | -27.0% | +17.4% |
| All | +175.9% | +35.4% | +140.5% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling