+83.5%
CRL vs FIVE
+63.3%
+20.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.7% | -14.0% | -7.9% |
| 7D | -12.8% | +7.5% | -20.2% | -13.4% |
| 30D | +5.0% | +16.7% | -11.7% | +3.2% |
| 3M | +39.4% | +13.4% | +26.0% | +36.8% |
| 6M | +89.4% | +9.0% | +80.3% | +88.3% |
| YTD | +63.6% | +33.8% | +29.8% | +50.6% |
| 1Y | +83.5% | +61.2% | +22.3% | +56.1% |
| All | +83.5% | +63.3% | +20.2% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling