+216.7%
CTVA vs CRL
+115.5%
+101.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -4.5% | -3.5% | -1.0% | -3.7% |
| 30D | +11.3% | -2.1% | +13.5% | +11.8% |
| 3M | +12.3% | +48.0% | -35.6% | +2.2% |
| 6M | +7.2% | +64.7% | -57.6% | -5.7% |
| YTD | +26.0% | +39.5% | -13.5% | +14.8% |
| 1Y | +16.0% | +74.2% | -58.2% | -0.8% |
| 3Y | +73.9% | +39.4% | +34.5% | +50.3% |
| 5Y | +103.8% | -36.9% | +140.7% | +129.1% |
| All | +216.7% | +115.5% | +101.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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