+31.9%
UL vs CRL
-6.0%
+37.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.7% |
| 7D | +0.3% | +4.4% | -4.1% | 0.0% |
| 30D | +7.0% | +17.1% | -10.1% | +5.9% |
| 3M | +5.8% | +32.1% | -26.3% | +3.9% |
| 6M | +16.1% | +98.9% | -82.8% | +11.2% |
| YTD | +4.5% | +77.1% | -72.6% | +0.5% |
| 1Y | -1.3% | +110.3% | -111.5% | -6.2% |
| 3Y | +35.0% | +108.5% | -73.5% | +25.2% |
| 5Y | +31.9% | -7.9% | +39.8% | +37.8% |
| All | +31.9% | -6.0% | +37.9% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling