+380.2%
CRL vs FIVE
+563.4%
-183.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +7.9% |
| 7D | -6.1% | -0.3% | -5.8% | -6.2% |
| 30D | +12.4% | +17.7% | -5.3% | +7.3% |
| 3M | +27.1% | +4.0% | +23.1% | +24.8% |
| 6M | +85.7% | +2.6% | +83.1% | +81.5% |
| YTD | +69.2% | +27.6% | +41.6% | +54.8% |
| 1Y | +97.5% | +59.9% | +37.6% | +69.5% |
| 3Y | +86.1% | +35.8% | +50.3% | +55.8% |
| 5Y | -10.0% | +14.4% | -24.5% | -23.7% |
| All | +380.2% | +563.4% | -183.3% | +160.2% |
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