-0.8%
CRM vs UL
+18.7%
-19.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -4.4% | -3.4% | -1.0% | -3.8% |
| 30D | +28.1% | +0.5% | +27.7% | +28.0% |
| 3M | +48.8% | +7.2% | +41.6% | +47.1% |
| 6M | +28.3% | -3.1% | +31.3% | +29.1% |
| YTD | -6.0% | -2.7% | -3.3% | -5.9% |
| 1Y | +1.4% | -10.2% | +11.7% | +3.3% |
| 3Y | +11.8% | +20.3% | -8.4% | +3.4% |
| All | -0.8% | +18.7% | -19.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling