+78.6%
UUUU vs CRL
-37.1%
+115.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.9% | -6.9% | -5.6% |
| 7D | -10.5% | -3.5% | -7.0% | -9.6% |
| 30D | -10.5% | -2.1% | -8.4% | -9.9% |
| 3M | -14.1% | +48.0% | -62.1% | -24.3% |
| 6M | -35.5% | +64.7% | -100.2% | -45.5% |
| YTD | -10.9% | +39.5% | -50.4% | -21.5% |
| 1Y | +3.4% | +74.2% | -70.8% | -16.7% |
| 3Y | +73.1% | +39.4% | +33.8% | +41.2% |
| All | +78.6% | -37.1% | +115.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling