+78.9%
CTVA vs CRL
+37.9%
+41.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +12.0% | +5.0% | +7.1% | +11.3% |
| 3M | +13.5% | +50.6% | -37.1% | +7.7% |
| 6M | +12.1% | +60.9% | -48.8% | +5.0% |
| YTD | +29.0% | +40.7% | -11.7% | +22.7% |
| 1Y | +18.9% | +73.3% | -54.5% | +9.4% |
| 3Y | +78.9% | +40.6% | +38.3% | +61.8% |
| All | +78.9% | +37.9% | +41.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling