+58.6%
CVE vs CRL
+72.9%
-14.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -2.3% |
| 7D | -14.1% | -16.8% | +2.7% | -12.4% |
| 30D | -11.6% | +2.6% | -14.3% | -11.7% |
| 3M | 0.0% | +20.1% | -20.0% | -1.7% |
| 6M | -8.4% | +68.8% | -77.2% | -13.8% |
| YTD | +65.9% | +56.9% | +9.0% | +56.7% |
| 1Y | +69.4% | +86.7% | -17.2% | +54.9% |
| All | +58.6% | +72.9% | -14.3% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling