+256.5%
CRL vs RVTY
+140.7%
+115.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -0.9% |
| 7D | -0.6% | +0.4% | -0.9% | -0.8% |
| 30D | +5.0% | +10.8% | -5.9% | -2.8% |
| 3M | +50.6% | +26.8% | +23.8% | +26.2% |
| 6M | +60.9% | +39.3% | +21.6% | +25.6% |
| YTD | +40.7% | +31.6% | +9.1% | +14.3% |
| 1Y | +73.3% | +47.7% | +25.6% | +29.2% |
| 3Y | +40.6% | +19.9% | +20.6% | +20.4% |
| 5Y | -37.0% | -32.3% | -4.6% | -20.5% |
| All | +256.5% | +140.7% | +115.8% | +88.9% |
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