+86.1%
CRL vs RVTY
+78.0%
+8.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.0% | +5.6% |
| 7D | -6.1% | -1.2% | -4.9% | -5.1% |
| 30D | +12.4% | +1.0% | +11.4% | +11.7% |
| 3M | +27.1% | +35.8% | -8.7% | -0.9% |
| 6M | +85.7% | +56.7% | +29.0% | +28.6% |
| YTD | +69.2% | +60.7% | +8.5% | +14.0% |
| 1Y | +97.5% | +73.7% | +23.8% | +24.5% |
| 3Y | +86.1% | +82.8% | +3.3% | +17.4% |
| All | +86.1% | +78.0% | +8.1% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling