+37.6%
CL vs FIVE
+34.8%
+2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +11.4% | +17.7% | -6.3% | +11.4% |
| 3M | +4.4% | +4.0% | +0.4% | +4.5% |
| 6M | +10.8% | +2.6% | +8.2% | +10.8% |
| YTD | +25.1% | +27.6% | -2.4% | +25.6% |
| 1Y | +28.0% | +59.9% | -32.0% | +28.9% |
| 3Y | +37.6% | +35.8% | +1.8% | +41.8% |
| All | +37.6% | +34.8% | +2.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling