+32.1%
CL vs FIVE
+63.3%
-31.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.7% | -3.4% | +3.0% |
| 7D | +7.7% | +7.5% | +0.2% | +7.4% |
| 30D | +15.2% | +16.7% | -1.5% | +14.6% |
| 3M | +7.3% | +13.4% | -6.0% | +7.1% |
| 6M | +17.0% | +9.0% | +8.0% | +16.6% |
| YTD | +28.0% | +33.8% | -5.8% | +29.1% |
| 1Y | +32.1% | +61.2% | -29.1% | +32.0% |
| All | +32.1% | +63.3% | -31.1% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling