+1,506.1%
CRL vs RVTY
+603.1%
+903.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.2% |
| 7D | +4.4% | +6.0% | -1.6% | +2.1% |
| 30D | +17.1% | +4.3% | +12.8% | +15.4% |
| 3M | +32.1% | +40.2% | -8.1% | +15.4% |
| 6M | +98.9% | +59.3% | +39.6% | +65.5% |
| YTD | +77.1% | +66.5% | +10.6% | +45.1% |
| 1Y | +110.3% | +77.5% | +32.8% | +68.0% |
| 3Y | +108.5% | +92.5% | +16.0% | +64.7% |
| 5Y | -7.9% | -6.8% | -1.0% | -6.3% |
| 10Y | +368.9% | +225.4% | +143.5% | +229.2% |
| All | +1,506.1% | +603.1% | +903.0% | +842.8% |
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