+106.1%
UL vs CRL
+362.2%
-256.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +2.6% | -1.7% | +4.3% | +2.6% |
| 30D | +6.8% | +14.6% | -7.8% | +4.6% |
| 3M | +5.7% | +24.8% | -19.1% | +2.3% |
| 6M | +15.9% | +94.7% | -78.8% | +5.7% |
| YTD | +4.3% | +73.4% | -69.1% | -4.1% |
| 1Y | -0.4% | +104.7% | -105.1% | -10.6% |
| 3Y | +35.0% | +101.1% | -66.1% | +16.6% |
| 5Y | +31.6% | -10.8% | +42.4% | +32.5% |
| All | +106.1% | +362.2% | -256.1% | +37.7% |
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