+359.2%
CRL vs RVTY
+219.6%
+139.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +5.0% | -0.7% | +5.8% | +5.7% |
| 30D | +13.5% | +1.7% | +11.8% | +12.4% |
| 3M | +21.5% | +36.8% | -15.3% | -3.8% |
| 6M | +103.4% | +60.1% | +43.3% | +43.2% |
| YTD | +71.8% | +64.0% | +7.8% | +18.4% |
| 1Y | +97.5% | +68.2% | +29.3% | +33.4% |
| 3Y | +99.2% | +88.8% | +10.5% | +24.3% |
| 5Y | -12.1% | -10.5% | -1.6% | -9.8% |
| 10Y | +359.2% | +219.7% | +139.5% | +115.2% |
| All | +359.2% | +219.6% | +139.6% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling