+62.7%
CVS vs CRL
+358.0%
-295.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +12.0% | +5.0% | +6.9% | +11.0% |
| 30D | +2.8% | +13.5% | -10.8% | +0.6% |
| 3M | -3.6% | +21.5% | -25.1% | -6.8% |
| 6M | -1.6% | +103.4% | -105.1% | -13.2% |
| YTD | +16.3% | +71.8% | -55.5% | +4.7% |
| 1Y | +15.5% | +97.5% | -82.0% | +1.2% |
| 3Y | +48.1% | +99.2% | -51.1% | +24.9% |
| 5Y | +12.3% | -12.1% | +24.5% | +11.6% |
| 10Y | +62.7% | +359.2% | -296.5% | +3.0% |
| All | +62.7% | +358.0% | -295.3% | +3.0% |
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