+89.6%
CL vs FIVE
+504.2%
-414.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +3.2% | +2.7% | +0.6% | +3.0% |
| 30D | +8.0% | +12.7% | -4.6% | +7.1% |
| 3M | +7.9% | +2.1% | +5.8% | +7.6% |
| 6M | +14.7% | +17.5% | -2.7% | +13.1% |
| YTD | +29.2% | +31.0% | -1.8% | +26.1% |
| 1Y | +29.5% | +67.7% | -38.2% | +24.1% |
| 3Y | +40.7% | +43.4% | -2.7% | +34.6% |
| 5Y | +43.9% | +18.1% | +25.8% | +38.0% |
| All | +89.6% | +504.2% | -414.6% | +48.9% |
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