-92.0%
UUUU vs CRL
+556.4%
-648.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -1.4% | -1.0% | -0.3% | -1.0% |
| 30D | +16.3% | +10.7% | +5.7% | +11.5% |
| 3M | -16.7% | +55.3% | -72.0% | -31.8% |
| 6M | -33.7% | +60.7% | -94.3% | -47.4% |
| YTD | -0.5% | +44.6% | -45.1% | -18.3% |
| 1Y | +28.9% | +77.7% | -48.9% | -5.6% |
| 3Y | +99.9% | +37.6% | +62.2% | +49.8% |
| 5Y | +135.3% | -35.8% | +171.1% | +149.2% |
| 10Y | +518.4% | +241.7% | +276.6% | +175.5% |
| All | -92.0% | +556.4% | -648.4% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling