+870.3%
UL vs CRL
+1,379.5%
-509.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | +0.5% | +10.7% | -10.2% | -1.0% |
| 3M | +17.6% | +55.3% | -37.7% | +10.2% |
| 6M | -5.4% | +60.7% | -66.0% | -12.3% |
| YTD | +0.7% | +44.6% | -43.9% | -5.6% |
| 1Y | -9.3% | +77.7% | -87.0% | -17.8% |
| 3Y | +24.5% | +37.6% | -13.1% | +13.3% |
| 5Y | +23.2% | -35.8% | +59.0% | +24.8% |
| 10Y | +64.5% | +241.7% | -177.3% | +21.5% |
| All | +870.3% | +1,379.5% | -509.2% | +485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling