+6,646.7%
CB vs UL
+1,611.3%
+5,035.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | +0.5% | -1.3% | +1.8% | +1.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +9.0% | +17.6% | -8.6% | +1.7% |
| 6M | +2.9% | -5.4% | +8.2% | +4.5% |
| YTD | +10.1% | +0.7% | +9.4% | +8.9% |
| 1Y | +22.8% | -9.3% | +32.0% | +26.3% |
| 3Y | +73.8% | +24.5% | +49.3% | +56.0% |
| 5Y | +99.2% | +23.2% | +76.0% | +76.0% |
| 10Y | +218.2% | +64.5% | +153.7% | +143.3% |
| All | +6,646.7% | +1,611.3% | +5,035.4% | +2,511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling