+362.4%
CFG vs FIVE
+523.6%
-161.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | +1.5% | +4.3% | -2.7% | +0.3% |
| 30D | -3.8% | +12.5% | -16.3% | -7.2% |
| 3M | +11.5% | +31.2% | -19.8% | +2.7% |
| 6M | +19.2% | +14.4% | +4.8% | +13.0% |
| YTD | +23.7% | +33.9% | -10.2% | +12.0% |
| 1Y | +38.8% | +65.1% | -26.2% | +17.8% |
| 3Y | +178.9% | +49.0% | +129.9% | +127.5% |
| 5Y | +101.8% | +30.3% | +71.5% | +64.4% |
| 10Y | +317.3% | +481.1% | -163.8% | +128.6% |
| All | +362.4% | +523.6% | -161.3% | +147.5% |
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