+145.0%
CI vs FIVE
+478.4%
-333.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.1% |
| 7D | +1.3% | +4.3% | -3.0% | +0.6% |
| 30D | +4.4% | +12.5% | -8.1% | +2.4% |
| 3M | +0.7% | +31.2% | -30.6% | -3.8% |
| 6M | +0.3% | +14.4% | -14.0% | -2.6% |
| YTD | +3.8% | +33.9% | -30.1% | -1.9% |
| 1Y | -5.5% | +65.1% | -70.5% | -13.9% |
| 3Y | +8.1% | +49.0% | -40.9% | -3.0% |
| 5Y | +42.8% | +30.3% | +12.5% | +27.0% |
| All | +145.0% | +478.4% | -333.4% | +51.0% |
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 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