+54.0%
CVE vs CRL
+103.8%
-49.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.2% |
| 7D | -10.0% | -1.7% | -8.3% | -10.1% |
| 30D | -11.9% | +14.6% | -26.4% | -10.3% |
| 3M | -5.9% | +24.8% | -30.8% | -3.3% |
| 6M | -1.6% | +94.7% | -96.2% | +6.1% |
| YTD | +66.3% | +73.4% | -7.1% | +75.7% |
| All | +54.0% | +103.8% | -49.8% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling