+250.7%
CP vs FIVE
+562.8%
-312.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.8% | +7.3% | -4.5% | +1.3% |
| 30D | +11.0% | +18.1% | -7.0% | +7.3% |
| 3M | +3.8% | +7.7% | -3.9% | +1.9% |
| 6M | +9.5% | +13.6% | -4.1% | +5.7% |
| YTD | +28.2% | +34.6% | -6.4% | +18.8% |
| 1Y | +33.0% | +66.2% | -33.3% | +17.9% |
| 3Y | +35.5% | +43.5% | -7.9% | +17.4% |
| 5Y | +25.8% | +20.7% | +5.1% | +9.6% |
| 10Y | +250.7% | +541.5% | -290.7% | +125.9% |
| All | +250.7% | +562.8% | -312.0% | +125.9% |
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