+1.1%
UL vs CAPR
+47.4%
-46.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.3% | -5.0% | +3.3% |
| 7D | +4.7% | +43.2% | -38.5% | +4.7% |
| 30D | +11.6% | +14.7% | -3.1% | +11.6% |
| 3M | +5.3% | +113.9% | -108.6% | +5.6% |
| 6M | +16.0% | -73.4% | +89.4% | +16.0% |
| YTD | +5.0% | -69.1% | +74.1% | +5.0% |
| 1Y | +1.1% | +47.2% | -46.1% | +1.3% |
| All | +1.1% | +47.4% | -46.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling