+257.6%
CP vs FIVE
+596.6%
-339.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.9% |
| 7D | +2.8% | +6.2% | -3.4% | +1.5% |
| 30D | +11.3% | +18.2% | -6.8% | +7.5% |
| 3M | +2.9% | +3.8% | -1.0% | +1.7% |
| 6M | +9.8% | +13.7% | -4.0% | +5.9% |
| YTD | +28.5% | +34.7% | -6.2% | +19.1% |
| 1Y | +33.5% | +66.6% | -33.1% | +18.3% |
| 3Y | +31.9% | +44.3% | -12.3% | +14.1% |
| 5Y | +25.5% | +18.8% | +6.7% | +9.7% |
| 10Y | +257.6% | +569.2% | -311.6% | +130.0% |
| All | +257.6% | +596.6% | -339.0% | +130.0% |
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