+162.3%
CVE vs CRL
+247.0%
-84.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.8% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +16.7% | +10.7% | +6.1% | +13.3% |
| 3M | +9.3% | +55.3% | -46.0% | -5.1% |
| 6M | +43.6% | +60.7% | -17.1% | +21.3% |
| YTD | +93.6% | +44.6% | +49.0% | +67.8% |
| 1Y | +98.8% | +77.7% | +21.0% | +58.9% |
| 3Y | +73.6% | +37.6% | +36.0% | +41.3% |
| 5Y | +312.5% | -35.8% | +348.3% | +354.0% |
| All | +162.3% | +247.0% | -84.7% | +26.3% |
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