+143.5%
CVE vs CRL
+358.0%
-214.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +0.1% | +5.0% | -5.0% | -1.5% |
| 30D | -10.8% | +13.5% | -24.4% | -14.3% |
| 3M | -4.3% | +21.5% | -25.9% | -10.2% |
| 6M | -1.5% | +103.4% | -104.9% | -21.8% |
| YTD | +70.7% | +71.8% | -1.1% | +40.1% |
| 1Y | +58.1% | +97.5% | -39.4% | +23.5% |
| 3Y | +69.8% | +99.2% | -29.4% | +21.0% |
| 5Y | +148.9% | -12.1% | +161.1% | +143.8% |
| 10Y | +143.5% | +359.2% | -215.7% | +19.4% |
| All | +143.5% | +358.0% | -214.5% | +19.4% |
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