-11.7%
CRL vs FIVE
+18.5%
-30.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +8.9% | +2.4% | +6.4% | +8.2% |
| 30D | +14.0% | +15.8% | -1.9% | +9.7% |
| 3M | +19.8% | +3.8% | +16.1% | +18.1% |
| 6M | +102.0% | +18.5% | +83.5% | +90.7% |
| YTD | +70.8% | +31.2% | +39.6% | +56.3% |
| 1Y | +98.7% | +61.8% | +36.9% | +71.9% |
| 3Y | +98.2% | +39.9% | +58.3% | +69.5% |
| 5Y | -11.7% | +18.3% | -30.0% | -24.0% |
| All | -11.7% | +18.5% | -30.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling