+42.8%
CL vs FIVE
+15.3%
+27.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | 0.0% |
| 7D | +5.9% | -1.7% | +7.7% | +6.0% |
| 30D | +13.8% | +14.9% | -1.2% | +13.4% |
| 3M | +6.4% | +7.6% | -1.2% | +6.2% |
| 6M | +15.6% | +6.4% | +9.2% | +15.4% |
| YTD | +27.9% | +28.1% | -0.2% | +27.0% |
| 1Y | +31.4% | +54.7% | -23.3% | +29.9% |
| 3Y | +41.4% | +36.1% | +5.3% | +42.0% |
| 5Y | +42.8% | +14.9% | +27.9% | +39.6% |
| All | +42.8% | +15.3% | +27.5% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling