+50.0%
CI vs FIVE
+19.1%
+30.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +0.4% |
| 7D | +0.1% | +6.2% | -6.1% | -0.2% |
| 30D | +4.7% | +18.2% | -13.5% | +3.6% |
| 3M | +5.2% | +3.8% | +1.4% | +4.9% |
| 6M | +3.8% | +13.7% | -9.9% | +2.8% |
| YTD | +9.2% | +34.7% | -25.5% | +6.9% |
| 1Y | +14.3% | +66.6% | -52.4% | +10.4% |
| 3Y | +8.4% | +44.3% | -35.8% | +7.3% |
| 5Y | +50.0% | +18.8% | +31.3% | +49.0% |
| All | +50.0% | +19.1% | +30.9% | +49.0% |
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 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