+368.9%
CRL vs FIVE
+596.6%
-227.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.2% |
| 7D | +4.4% | +6.2% | -1.8% | +2.5% |
| 30D | +17.1% | +18.2% | -1.1% | +11.7% |
| 3M | +32.1% | +3.8% | +28.3% | +29.9% |
| 6M | +98.9% | +13.7% | +85.2% | +89.2% |
| YTD | +77.1% | +34.7% | +42.4% | +59.8% |
| 1Y | +110.3% | +66.6% | +43.6% | +78.6% |
| 3Y | +108.5% | +44.3% | +64.2% | +71.7% |
| 5Y | -7.9% | +18.8% | -26.6% | -22.5% |
| 10Y | +368.9% | +569.2% | -200.3% | +155.4% |
| All | +368.9% | +596.6% | -227.6% | +155.4% |
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 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