+47.6%
CVS vs CRL
+97.9%
-50.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | -0.4% | +11.9% | -12.4% | -1.2% |
| 3M | -5.3% | +20.2% | -25.4% | -6.6% |
| 6M | -7.7% | +107.5% | -115.2% | -13.6% |
| YTD | +16.0% | +69.4% | -53.4% | +10.4% |
| 1Y | +16.2% | +99.7% | -83.5% | +8.3% |
| 3Y | +47.6% | +98.8% | -51.2% | +44.6% |
| All | +47.6% | +97.9% | -50.3% | +44.6% |
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