+133.9%
CL vs FIVE
+868.1%
-734.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.8% |
| 7D | -2.2% | +4.3% | -6.4% | -2.5% |
| 30D | -4.8% | +12.5% | -17.3% | -5.7% |
| 3M | +4.9% | +31.2% | -26.3% | +2.8% |
| 6M | -5.7% | +14.4% | -20.1% | -7.0% |
| YTD | +14.4% | +33.9% | -19.5% | +11.5% |
| 1Y | +8.7% | +65.1% | -56.3% | +4.1% |
| 3Y | +30.0% | +49.0% | -19.0% | +23.4% |
| 5Y | +28.4% | +30.3% | -1.9% | +21.2% |
| 10Y | +50.1% | +481.1% | -431.0% | +17.8% |
| All | +133.9% | +868.1% | -734.2% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling