+757.2%
CVS vs CRL
+1,379.5%
-622.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +4.0% | -1.0% | +5.0% | +4.1% |
| 30D | -2.4% | +10.7% | -13.1% | -4.1% |
| 3M | +2.7% | +55.3% | -52.6% | -5.2% |
| 6M | +21.9% | +60.7% | -38.8% | +11.0% |
| YTD | +24.7% | +44.6% | -19.9% | +15.4% |
| 1Y | +35.4% | +77.7% | -42.3% | +20.3% |
| 3Y | +65.2% | +37.6% | +27.6% | +48.5% |
| 5Y | +30.5% | -35.8% | +66.4% | +31.6% |
| 10Y | +40.4% | +241.7% | -201.4% | +0.2% |
| All | +757.2% | +1,379.5% | -622.3% | +387.6% |
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 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