+67.7%
UL vs CRL
+244.4%
-176.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -3.2% | -4.6% | +1.4% | -2.6% |
| 30D | -0.6% | +0.5% | -1.1% | -0.7% |
| 3M | +9.4% | +46.6% | -37.2% | +4.0% |
| 6M | -4.1% | +57.3% | -61.4% | -10.1% |
| YTD | -2.0% | +39.5% | -41.5% | -7.0% |
| 1Y | -9.0% | +76.9% | -85.8% | -16.7% |
| 3Y | +21.8% | +39.4% | -17.5% | +11.7% |
| 5Y | +20.6% | -37.2% | +57.8% | +28.8% |
| 10Y | +67.7% | +253.4% | -185.7% | +13.7% |
| All | +67.7% | +244.4% | -176.7% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling