+23.9%
UL vs CRL
+37.9%
-14.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.0% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +0.9% | +5.0% | -4.0% | +0.8% |
| 3M | +14.2% | +50.6% | -36.4% | +13.4% |
| 6M | -3.2% | +60.9% | -64.1% | -3.9% |
| YTD | -0.3% | +40.7% | -41.1% | -0.9% |
| 1Y | -8.8% | +73.3% | -82.1% | -9.8% |
| 3Y | +23.9% | +40.6% | -16.7% | +23.4% |
| All | +23.9% | +37.9% | -14.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling