+76.9%
CRL vs RVTY
+43.7%
+33.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | +1.1% |
| 7D | -4.6% | -5.4% | +0.8% | -0.3% |
| 30D | +0.5% | +6.7% | -6.3% | -4.8% |
| 3M | +46.6% | +19.0% | +27.6% | +27.1% |
| 6M | +57.3% | +34.6% | +22.6% | +23.0% |
| YTD | +39.5% | +28.3% | +11.3% | +13.1% |
| 1Y | +76.9% | +46.0% | +30.8% | +23.0% |
| All | +76.9% | +43.7% | +33.2% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling