+497.8%
UUUU vs CRL
+249.3%
+248.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.4% | -5.5% |
| 7D | -5.0% | -6.9% | +1.9% | -2.2% |
| 30D | -7.8% | -3.2% | -4.6% | -6.5% |
| 3M | -0.4% | +46.5% | -47.0% | -15.9% |
| 6M | -32.9% | +63.1% | -96.0% | -46.6% |
| YTD | -6.3% | +36.9% | -43.1% | -20.6% |
| 1Y | +7.9% | +78.1% | -70.2% | -20.3% |
| 3Y | +85.2% | +36.7% | +48.5% | +40.1% |
| 5Y | +97.0% | -38.1% | +135.1% | +121.6% |
| All | +497.8% | +249.3% | +248.5% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling