+105.1%
CTVA vs CRL
-37.6%
+142.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -5.8% | -4.6% | -1.2% | -5.3% |
| 30D | +11.1% | +0.5% | +10.6% | +10.9% |
| 3M | +13.2% | +46.6% | -33.4% | +7.6% |
| 6M | +8.7% | +57.3% | -48.6% | +2.0% |
| YTD | +27.3% | +39.5% | -12.3% | +21.0% |
| 1Y | +18.0% | +76.9% | -58.9% | +8.1% |
| 3Y | +76.5% | +39.4% | +37.1% | +63.8% |
| 5Y | +105.1% | -37.2% | +142.3% | +92.4% |
| All | +105.1% | -37.6% | +142.7% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling