+484.7%
CRL vs FIVN
+243.6%
+241.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | +0.1% | -2.8% | +3.0% | +0.8% |
| 30D | +11.9% | -17.4% | +29.3% | +15.8% |
| 3M | +20.2% | -19.2% | +39.3% | +24.0% |
| 6M | +107.5% | +29.4% | +78.2% | +88.2% |
| YTD | +69.4% | +36.3% | +33.2% | +49.0% |
| 1Y | +99.7% | +33.5% | +66.3% | +76.2% |
| 3Y | +98.8% | -56.8% | +155.6% | +118.4% |
| 5Y | -12.4% | -83.0% | +70.6% | +11.5% |
| 10Y | +352.9% | +87.3% | +265.6% | +299.6% |
| All | +484.7% | +243.6% | +241.1% | +382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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