+587.1%
CP vs FIVE
+868.1%
-281.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.6% |
| 7D | -2.7% | +4.3% | -6.9% | -3.5% |
| 30D | +0.2% | +12.5% | -12.3% | -2.2% |
| 3M | +2.6% | +31.2% | -28.7% | -2.9% |
| 6M | +6.0% | +14.4% | -8.4% | +2.3% |
| YTD | +24.9% | +33.9% | -9.0% | +16.9% |
| 1Y | +20.1% | +65.1% | -44.9% | +7.6% |
| 3Y | +16.4% | +49.0% | -32.6% | +1.2% |
| 5Y | +31.7% | +30.3% | +1.4% | +13.9% |
| 10Y | +223.9% | +481.1% | -257.2% | +106.3% |
| All | +587.1% | +868.1% | -281.1% | +307.4% |
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