-23.4%
CG vs FIVE
+18.5%
-42.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -1.5% | +2.4% | -3.9% | -2.3% |
| 30D | +5.7% | +15.8% | -10.2% | +0.3% |
| 3M | -17.9% | +3.8% | -21.7% | -19.3% |
| 6M | -20.2% | +18.5% | -38.7% | -26.4% |
| YTD | -32.0% | +31.2% | -63.2% | -40.1% |
| 1Y | -27.0% | +61.8% | -88.8% | -40.8% |
| 3Y | +42.8% | +39.9% | +2.9% | +14.0% |
| 5Y | -23.4% | +18.3% | -41.7% | -36.6% |
| All | -23.4% | +18.5% | -42.0% | -36.6% |
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