+134.5%
CVE vs CRL
+386.8%
-252.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -2.8% |
| 7D | -16.1% | -6.1% | -10.0% | -14.6% |
| 30D | -10.4% | +12.4% | -22.8% | -13.6% |
| 3M | -2.4% | +27.1% | -29.5% | -9.5% |
| 6M | -4.4% | +85.7% | -90.2% | -22.1% |
| YTD | +64.9% | +69.2% | -4.3% | +36.0% |
| 1Y | +66.0% | +97.5% | -31.5% | +29.6% |
| 3Y | +57.7% | +86.1% | -28.4% | +15.3% |
| 5Y | +144.7% | -10.0% | +154.8% | +135.7% |
| All | +134.5% | +386.8% | -252.3% | +12.2% |
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