-9.8%
UL vs CRL
+73.3%
-83.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.3% |
| 7D | -4.1% | -6.9% | +2.9% | -3.9% |
| 30D | -1.2% | -3.2% | +2.0% | -1.1% |
| 3M | +6.0% | +46.5% | -40.6% | +5.8% |
| 6M | -5.5% | +63.1% | -68.6% | -5.0% |
| YTD | -3.3% | +36.9% | -40.2% | -3.7% |
| 1Y | -9.8% | +78.1% | -87.9% | -11.0% |
| All | -9.8% | +73.3% | -83.1% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling