+274.8%
CG vs FIVE
+504.2%
-229.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.2% | +2.7% | -2.5% | -0.7% |
| 30D | +11.2% | +12.7% | -1.5% | +6.9% |
| 3M | -22.1% | +2.1% | -24.1% | -22.9% |
| 6M | -17.9% | +17.5% | -35.4% | -23.6% |
| YTD | -31.3% | +31.0% | -62.3% | -38.8% |
| 1Y | -24.0% | +67.7% | -91.7% | -37.9% |
| 3Y | +45.0% | +43.4% | +1.6% | +15.2% |
| 5Y | -22.6% | +18.1% | -40.7% | -36.5% |
| All | +274.8% | +504.2% | -229.3% | +120.2% |
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