+75.1%
CME vs FIVE
+19.0%
+56.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +13.9% | +17.4% | -3.5% | +13.3% |
| 3M | +22.4% | +7.0% | +15.3% | +22.1% |
| 6M | +12.9% | +20.5% | -7.6% | +12.1% |
| YTD | +19.6% | +33.1% | -13.5% | +18.4% |
| 1Y | +17.7% | +67.1% | -49.4% | +15.7% |
| 3Y | +65.3% | +41.9% | +23.4% | +69.0% |
| 5Y | +75.1% | +21.1% | +54.1% | +81.8% |
| All | +75.1% | +19.0% | +56.1% | +81.8% |
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 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