+43.5%
CG vs FIVE
+40.2%
+3.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.9% |
| 7D | -1.5% | +2.4% | -3.9% | -2.1% |
| 30D | +5.7% | +15.8% | -10.2% | +1.5% |
| 3M | -17.9% | +3.8% | -21.7% | -18.9% |
| 6M | -20.2% | +18.5% | -38.7% | -25.0% |
| YTD | -32.0% | +31.2% | -63.2% | -38.3% |
| 1Y | -27.0% | +61.8% | -88.8% | -37.8% |
| All | +43.5% | +40.2% | +3.2% | +6.3% |
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