+0.8%
UL vs CRL
+99.6%
-98.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +4.5% | +11.9% | -7.4% | +4.2% |
| 3M | +6.5% | +20.2% | -13.7% | +5.9% |
| 6M | +18.2% | +107.5% | -89.4% | +18.1% |
| YTD | +4.7% | +69.4% | -64.7% | +2.9% |
| 1Y | +0.8% | +99.7% | -99.0% | -1.0% |
| All | +0.8% | +99.6% | -98.8% | -1.0% |
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