+287.5%
CAH vs UL
+66.7%
+220.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -5.1% | -3.4% | -1.7% | -4.1% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +6.3% | +7.2% | -0.9% | +3.7% |
| 6M | +9.4% | -3.1% | +12.4% | +9.9% |
| YTD | +15.0% | -2.7% | +17.7% | +15.2% |
| 1Y | +55.4% | -10.2% | +65.7% | +59.7% |
| 3Y | +173.8% | +20.3% | +153.6% | +152.6% |
| 5Y | +395.2% | +19.9% | +375.3% | +350.9% |
| All | +287.5% | +66.7% | +220.8% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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