+73.2%
CVE vs CRL
+85.3%
-12.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.3% | -0.4% | -8.0% |
| 7D | -12.1% | -12.8% | +0.7% | -12.9% |
| 30D | -9.8% | +5.0% | -14.8% | -8.8% |
| 3M | -0.7% | +39.4% | -40.1% | +3.7% |
| 6M | -4.3% | +89.4% | -93.7% | +2.4% |
| YTD | +70.6% | +63.6% | +7.0% | +80.3% |
| 1Y | +73.2% | +83.5% | -10.3% | +80.4% |
| All | +73.2% | +85.3% | -12.2% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling