+141.0%
CI vs UL
+65.2%
+75.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -1.1% | -3.2% | +2.1% | +0.1% |
| 30D | +0.5% | -0.6% | +1.1% | +0.7% |
| 3M | -5.2% | +9.4% | -14.6% | -8.5% |
| 6M | +4.3% | -4.1% | +8.5% | +5.4% |
| YTD | +2.8% | -2.0% | +4.8% | +2.7% |
| 1Y | -5.8% | -9.0% | +3.2% | -3.2% |
| 3Y | +4.7% | +21.8% | -17.1% | -4.9% |
| 5Y | +42.7% | +20.6% | +22.1% | +28.0% |
| 10Y | +141.0% | +67.7% | +73.2% | +110.3% |
| All | +141.0% | +65.2% | +75.8% | +110.3% |
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 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