+250.9%
CP vs FIVE
+563.4%
-312.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +10.2% | +17.7% | -7.4% | +6.6% |
| 3M | +2.4% | +4.0% | -1.6% | +1.2% |
| 6M | +7.7% | +2.6% | +5.1% | +6.1% |
| YTD | +26.0% | +27.6% | -1.6% | +18.1% |
| 1Y | +34.6% | +59.9% | -25.3% | +20.3% |
| 3Y | +26.7% | +35.8% | -9.1% | +10.9% |
| 5Y | +24.9% | +14.4% | +10.5% | +10.0% |
| All | +250.9% | +563.4% | -312.5% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling