+701.3%
CVS vs CRL
+1,647.7%
-946.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +10.4% | +8.9% | +1.5% | +8.8% |
| 30D | +3.3% | +14.0% | -10.7% | +1.0% |
| 3M | -4.5% | +19.8% | -24.4% | -7.7% |
| 6M | -4.4% | +102.0% | -106.4% | -15.8% |
| YTD | +16.6% | +70.8% | -54.2% | +4.6% |
| 1Y | +15.3% | +98.7% | -83.4% | +0.6% |
| 3Y | +48.6% | +98.2% | -49.6% | +25.2% |
| 5Y | +12.9% | -11.7% | +24.6% | +7.7% |
| 10Y | +63.2% | +356.7% | -293.5% | +10.8% |
| All | +701.3% | +1,647.7% | -946.4% | +342.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling