+8.8%
UUUU vs CRL
+77.1%
-68.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.4% | -6.2% |
| 7D | -5.0% | -6.9% | +1.9% | -4.6% |
| 30D | -7.8% | -3.2% | -4.6% | -7.5% |
| 3M | -0.4% | +46.5% | -47.0% | -2.2% |
| 6M | -32.9% | +63.1% | -96.0% | -35.0% |
| YTD | -6.3% | +36.9% | -43.1% | -13.7% |
| All | +8.8% | +77.1% | -68.3% | +7.4% |
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 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