+101.0%
CB vs UL
+23.5%
+77.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +9.0% | +17.6% | -8.6% | +3.7% |
| 6M | +2.9% | -5.4% | +8.2% | +4.1% |
| YTD | +10.1% | +0.7% | +9.4% | +9.3% |
| 1Y | +22.8% | -9.3% | +32.0% | +25.6% |
| 3Y | +73.8% | +24.5% | +49.3% | +62.6% |
| All | +101.0% | +23.5% | +77.5% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling