-65.0%
CBRS vs UL
+17.1%
-82.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.2% | +12.1% |
| 7D | +21.2% | +1.1% | +20.1% | +22.3% |
| 30D | -23.2% | +4.5% | -27.7% | -19.9% |
| 3M | -52.9% | +6.5% | -59.4% | -50.1% |
| All | -65.0% | +17.1% | -82.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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