-8.8%
UL vs CAPR
+35.6%
-44.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | -1.3% | -9.5% | +8.2% | -1.3% |
| 30D | +0.9% | +121.5% | -120.6% | +1.2% |
| 3M | +14.2% | -65.4% | +79.6% | +14.2% |
| 6M | -3.2% | -67.5% | +64.3% | -3.2% |
| YTD | -0.3% | -68.6% | +68.3% | -0.4% |
| 1Y | -8.8% | +42.7% | -51.4% | -9.4% |
| All | -8.8% | +35.6% | -44.4% | -9.4% |
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