+2,762.7%
UL vs CRS
+6,203.6%
-3,440.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.4% |
| 7D | +1.1% | +4.8% | -3.6% | +0.5% |
| 30D | +4.5% | -23.2% | +27.7% | +7.3% |
| 3M | +6.5% | -45.5% | +52.0% | +13.9% |
| 6M | +18.2% | -33.1% | +51.3% | +22.6% |
| YTD | +4.7% | -7.2% | +11.9% | +3.6% |
| 1Y | +0.8% | -10.0% | +10.8% | 0.0% |
| 3Y | +35.9% | +332.3% | -296.4% | +5.8% |
| 5Y | +33.4% | +801.9% | -768.5% | -8.6% |
| 10Y | +106.9% | +820.9% | -714.0% | +28.5% |
| All | +2,762.7% | +6,203.6% | -3,440.9% | +1,084.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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