+158.7%
CI vs FIVE
+563.4%
-404.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +5.4% | +17.7% | -12.2% | +2.8% |
| 3M | +7.3% | +4.0% | +3.3% | +6.4% |
| 6M | +5.3% | +2.6% | +2.7% | +4.0% |
| YTD | +8.5% | +27.6% | -19.1% | +3.2% |
| 1Y | +17.1% | +59.9% | -42.8% | +7.3% |
| 3Y | +1.4% | +35.8% | -34.4% | -7.3% |
| 5Y | +50.5% | +14.4% | +36.0% | +38.1% |
| All | +158.7% | +563.4% | -404.7% | +67.4% |
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