+131.2%
CTVA vs CRL
+164.0%
-32.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.5% | -23.8% | -24.2% |
| 7D | -23.7% | +8.9% | -32.5% | -25.1% |
| 30D | -31.2% | +14.0% | -45.2% | -33.6% |
| 3M | -18.7% | +19.8% | -38.6% | -22.6% |
| 6M | -25.5% | +102.0% | -127.5% | -37.5% |
| YTD | -8.0% | +70.8% | -78.9% | -20.5% |
| 1Y | -7.0% | +98.7% | -105.7% | -22.7% |
| 3Y | +45.2% | +98.2% | -52.9% | +13.8% |
| 5Y | +32.3% | -11.7% | +43.9% | +33.8% |
| All | +131.2% | +164.0% | -32.8% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling