+639.0%
CI vs FIVE
+868.1%
-229.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +0.7% | +31.2% | -30.6% | -3.5% |
| 6M | +0.3% | +14.4% | -14.0% | -2.4% |
| YTD | +3.8% | +33.9% | -30.1% | -1.5% |
| 1Y | -5.5% | +65.1% | -70.5% | -13.4% |
| 3Y | +8.1% | +49.0% | -40.9% | -2.8% |
| 5Y | +42.8% | +30.3% | +12.5% | +27.3% |
| 10Y | +143.9% | +481.1% | -337.2% | +60.7% |
| All | +639.0% | +868.1% | -229.2% | +324.3% |
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