-57.8%
UUUU vs CRL
+85.3%
-143.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.4% | +0.3% |
| 7D | -14.4% | -12.8% | -1.7% | -12.5% |
| 30D | -33.6% | +5.0% | -38.6% | -34.0% |
| 3M | -44.2% | +39.4% | -83.5% | -46.3% |
| 6M | -66.8% | +89.4% | -156.1% | -69.7% |
| YTD | -50.6% | +63.6% | -114.2% | -58.2% |
| 1Y | -57.8% | +83.5% | -141.3% | -64.8% |
| All | -57.8% | +85.3% | -143.1% | -64.8% |
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 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