+148.6%
CVE vs CRL
+350.3%
-201.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | -10.9% | +11.9% | -22.8% | -13.9% |
| 3M | -4.5% | +20.2% | -24.7% | -10.1% |
| 6M | -1.0% | +107.5% | -108.5% | -21.9% |
| YTD | +74.7% | +69.4% | +5.3% | +43.9% |
| 1Y | +65.8% | +99.7% | -33.9% | +28.9% |
| 3Y | +73.2% | +98.8% | -25.6% | +23.3% |
| 5Y | +155.6% | -12.4% | +168.0% | +149.8% |
| All | +148.6% | +350.3% | -201.7% | +22.2% |
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