+41.0%
CVS vs CRL
+249.3%
-208.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -2.0% | -6.9% | +5.0% | -0.9% |
| 30D | +1.9% | -3.2% | +5.1% | +2.3% |
| 3M | -2.2% | +46.5% | -48.7% | -8.7% |
| 6M | +26.7% | +63.1% | -36.4% | +15.2% |
| YTD | +22.9% | +36.9% | -14.0% | +14.9% |
| 1Y | +32.9% | +78.1% | -45.2% | +17.9% |
| 3Y | +62.3% | +36.7% | +25.6% | +46.5% |
| 5Y | +34.2% | -38.1% | +72.3% | +42.3% |
| All | +41.0% | +249.3% | -208.4% | -8.0% |
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