-0.8%
UL vs CRL
+103.8%
-104.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.3% |
| 7D | +2.6% | -1.7% | +4.3% | +2.7% |
| 30D | +6.8% | +14.6% | -7.8% | +6.5% |
| 3M | +5.7% | +24.8% | -19.1% | +5.2% |
| 6M | +15.9% | +94.7% | -78.8% | +15.3% |
| YTD | +4.3% | +73.4% | -69.1% | +2.5% |
| All | -0.8% | +103.8% | -104.6% | -3.0% |
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