+102.5%
CFG vs FIVE
+31.2%
+71.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.2% |
| 7D | +1.5% | +4.3% | -2.7% | +0.6% |
| 30D | -3.8% | +12.5% | -16.3% | -6.5% |
| 3M | +11.5% | +31.2% | -19.8% | +4.6% |
| 6M | +19.2% | +14.4% | +4.8% | +14.4% |
| YTD | +23.7% | +33.9% | -10.2% | +14.5% |
| 1Y | +38.8% | +65.1% | -26.2% | +22.0% |
| 3Y | +178.9% | +49.0% | +129.9% | +140.5% |
| All | +102.5% | +31.2% | +71.3% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling