+368.9%
CRL vs RVTY
+217.6%
+151.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +2.0% |
| 7D | +4.4% | +6.0% | -1.6% | +0.1% |
| 30D | +17.1% | +4.3% | +12.8% | +13.8% |
| 3M | +32.1% | +40.2% | -8.1% | +2.7% |
| 6M | +98.9% | +59.3% | +39.6% | +40.6% |
| YTD | +77.1% | +66.5% | +10.6% | +20.7% |
| 1Y | +110.3% | +77.5% | +32.8% | +36.5% |
| 3Y | +108.5% | +92.5% | +16.0% | +28.2% |
| 5Y | -7.9% | -6.8% | -1.0% | -8.1% |
| 10Y | +368.9% | +225.4% | +143.5% | +116.7% |
| All | +368.9% | +217.6% | +151.3% | +116.7% |
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