+358.8%
CRL vs FIVE
+562.8%
-204.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.7% | +7.3% | -9.1% | -3.8% |
| 30D | +14.6% | +18.1% | -3.5% | +9.4% |
| 3M | +24.8% | +7.7% | +17.1% | +21.6% |
| 6M | +94.7% | +13.6% | +81.1% | +85.2% |
| YTD | +73.4% | +34.6% | +38.8% | +56.4% |
| 1Y | +104.7% | +66.2% | +38.4% | +73.9% |
| 3Y | +101.1% | +43.5% | +57.6% | +65.8% |
| 5Y | -10.8% | +20.7% | -31.4% | -25.3% |
| 10Y | +358.8% | +541.5% | -182.7% | +151.2% |
| All | +358.8% | +562.8% | -204.0% | +151.2% |
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