+135.5%
CVE vs CRL
+353.6%
-218.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -10.0% | -1.7% | -8.3% | -9.6% |
| 30D | -11.9% | +14.6% | -26.4% | -15.5% |
| 3M | -5.9% | +24.8% | -30.8% | -12.4% |
| 6M | -1.6% | +94.7% | -96.2% | -20.9% |
| YTD | +66.3% | +73.4% | -7.1% | +36.1% |
| 1Y | +57.5% | +104.7% | -47.1% | +21.6% |
| 3Y | +65.4% | +101.1% | -35.6% | +17.6% |
| 5Y | +144.2% | -10.8% | +155.0% | +137.7% |
| 10Y | +135.5% | +358.8% | -223.3% | +14.4% |
| All | +135.5% | +353.6% | -218.1% | +14.4% |
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 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