+76.3%
CL vs FIVE
+596.6%
-520.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +1.0% |
| 7D | +0.5% | +6.2% | -5.7% | +0.1% |
| 30D | +11.6% | +18.2% | -6.6% | +10.3% |
| 3M | +5.6% | +3.8% | +1.8% | +5.2% |
| 6M | +13.2% | +13.7% | -0.6% | +11.8% |
| YTD | +26.9% | +34.7% | -7.8% | +23.7% |
| 1Y | +27.3% | +66.6% | -39.3% | +22.1% |
| 3Y | +39.7% | +44.3% | -4.6% | +33.8% |
| 5Y | +41.3% | +18.8% | +22.6% | +35.7% |
| 10Y | +76.3% | +569.2% | -492.9% | +41.7% |
| All | +76.3% | +596.6% | -520.3% | +41.7% |
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