+42.5%
CI vs FIVE
+31.2%
+11.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.6% |
| 7D | +1.3% | +4.3% | -3.0% | +1.0% |
| 30D | +4.4% | +12.5% | -8.1% | +3.7% |
| 3M | +0.7% | +31.2% | -30.6% | -1.0% |
| 6M | +0.3% | +14.4% | -14.0% | -0.7% |
| YTD | +3.8% | +33.9% | -30.1% | +1.7% |
| 1Y | -5.5% | +65.1% | -70.5% | -8.6% |
| 3Y | +8.1% | +49.0% | -40.9% | +6.4% |
| All | +42.5% | +31.2% | +11.3% | +38.0% |
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