-19.6%
UUUU vs CRL
+97.9%
-117.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.0% |
| 30D | -21.0% | +11.9% | -32.9% | -22.5% |
| 3M | -54.8% | +20.2% | -75.0% | -56.2% |
| 6M | -67.3% | +107.5% | -174.9% | -71.4% |
| YTD | -54.7% | +69.4% | -124.1% | -59.3% |
| 1Y | -57.4% | +99.7% | -157.2% | -62.9% |
| 3Y | -19.6% | +98.8% | -118.4% | -22.9% |
| All | -19.6% | +97.9% | -117.5% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling