+161.6%
CL vs FIVE
+826.1%
-664.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | +5.9% | -1.7% | +7.7% | +6.1% |
| 30D | +13.8% | +14.9% | -1.2% | +12.6% |
| 3M | +6.4% | +7.6% | -1.2% | +5.7% |
| 6M | +15.6% | +6.4% | +9.2% | +14.8% |
| YTD | +27.9% | +28.1% | -0.2% | +25.0% |
| 1Y | +31.4% | +54.7% | -23.3% | +26.6% |
| 3Y | +41.4% | +36.1% | +5.3% | +35.3% |
| 5Y | +42.8% | +14.9% | +27.9% | +36.5% |
| 10Y | +79.7% | +578.8% | -499.2% | +39.2% |
| All | +161.6% | +826.1% | -664.6% | +95.2% |
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