+1,211.4%
CRL vs RVTY
+469.4%
+742.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | +10.7% | +13.2% | -2.6% | +5.3% |
| 3M | +55.3% | +27.2% | +28.0% | +41.1% |
| 6M | +60.7% | +32.4% | +28.2% | +43.9% |
| YTD | +44.6% | +34.9% | +9.8% | +28.8% |
| 1Y | +77.7% | +52.4% | +25.4% | +51.3% |
| 3Y | +37.6% | +12.3% | +25.3% | +32.4% |
| 5Y | -35.8% | -30.8% | -5.0% | -26.9% |
| 10Y | +241.7% | +150.7% | +91.1% | +164.5% |
| All | +1,211.4% | +469.4% | +742.0% | +737.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling