+734.1%
CRL vs FIVE
+868.1%
-134.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.9% |
| 7D | -1.0% | +4.3% | -5.3% | -2.1% |
| 30D | +10.7% | +12.5% | -1.9% | +7.3% |
| 3M | +55.3% | +31.2% | +24.0% | +44.7% |
| 6M | +60.7% | +14.4% | +46.3% | +53.6% |
| YTD | +44.6% | +33.9% | +10.7% | +33.0% |
| 1Y | +77.7% | +65.1% | +12.7% | +55.0% |
| 3Y | +37.6% | +49.0% | -11.3% | +15.5% |
| 5Y | -35.8% | +30.3% | -66.1% | -45.9% |
| 10Y | +241.7% | +481.1% | -239.4% | +110.3% |
| All | +734.1% | +868.1% | -134.1% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling