+216.8%
CB vs UL
+65.6%
+151.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | -3.9% | +0.9% | -4.8% | -4.2% |
| 3M | +4.9% | +14.2% | -9.3% | -0.4% |
| 6M | +3.3% | -3.2% | +6.4% | +4.0% |
| YTD | +8.5% | -0.3% | +8.8% | +7.9% |
| 1Y | +22.1% | -8.8% | +30.8% | +25.2% |
| 3Y | +70.1% | +23.9% | +46.3% | +54.4% |
| 5Y | +97.4% | +21.4% | +76.0% | +77.6% |
| 10Y | +216.8% | +66.7% | +150.2% | +172.9% |
| All | +216.8% | +65.6% | +151.2% | +172.9% |
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