+331.6%
CG vs FIVE
+868.1%
-536.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -3.2% |
| 7D | -4.3% | +4.3% | -8.6% | -5.6% |
| 30D | -5.1% | +12.5% | -17.6% | -8.7% |
| 3M | +8.7% | +31.2% | -22.6% | -0.6% |
| 6M | -9.2% | +14.4% | -23.6% | -14.3% |
| YTD | -18.9% | +33.9% | -52.8% | -27.0% |
| 1Y | -25.6% | +65.1% | -90.7% | -37.5% |
| 3Y | +57.3% | +49.0% | +8.3% | +27.0% |
| 5Y | +10.2% | +30.3% | -20.1% | -9.6% |
| 10Y | +364.2% | +481.1% | -116.9% | +167.4% |
| All | +331.6% | +868.1% | -536.6% | +141.0% |
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