+253.4%
CRL vs RVTY
+134.6%
+118.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | +1.0% |
| 7D | -4.6% | -5.4% | +0.8% | -0.6% |
| 30D | +0.5% | +6.7% | -6.3% | -4.4% |
| 3M | +46.6% | +19.0% | +27.6% | +28.7% |
| 6M | +57.3% | +34.6% | +22.6% | +25.8% |
| YTD | +39.5% | +28.3% | +11.3% | +15.4% |
| 1Y | +76.9% | +46.0% | +30.8% | +32.9% |
| 3Y | +39.4% | +16.9% | +22.5% | +21.6% |
| 5Y | -37.2% | -32.9% | -4.2% | -20.2% |
| 10Y | +253.4% | +141.6% | +111.8% | +90.8% |
| All | +253.4% | +134.6% | +118.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling