+264.8%
CG vs FIVE
+822.5%
-557.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +5.0% | +17.7% | -12.6% | 0.0% |
| 3M | -18.2% | +4.0% | -22.2% | -19.5% |
| 6M | -20.7% | +2.6% | -23.3% | -22.4% |
| YTD | -31.4% | +27.6% | -59.0% | -37.5% |
| 1Y | -22.3% | +59.9% | -82.2% | -33.9% |
| 3Y | +50.2% | +35.8% | +14.4% | +24.8% |
| 5Y | -22.1% | +14.4% | -36.5% | -33.7% |
| 10Y | +295.5% | +576.1% | -280.6% | +123.8% |
| All | +264.8% | +822.5% | -557.7% | +106.5% |
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