+63.6%
CVS vs CRL
+37.9%
+25.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +0.4% | +5.0% | -4.6% | -0.1% |
| 3M | -0.4% | +50.6% | -51.0% | -4.3% |
| 6M | +25.1% | +60.9% | -35.8% | +18.9% |
| YTD | +23.9% | +40.7% | -16.9% | +19.4% |
| 1Y | +41.1% | +73.3% | -32.2% | +32.2% |
| 3Y | +63.6% | +40.6% | +23.1% | +56.1% |
| All | +63.6% | +37.9% | +25.7% | +56.1% |
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