+7,803.6%
CI vs UL
+2,738.5%
+5,065.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.6% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +5.4% | +8.2% | -2.8% | +2.1% |
| 3M | +7.3% | +4.5% | +2.7% | +5.3% |
| 6M | +5.3% | +12.6% | -7.3% | 0.0% |
| YTD | +8.5% | +3.5% | +5.0% | +5.9% |
| 1Y | +17.1% | -0.4% | +17.5% | +16.0% |
| 3Y | +1.4% | +36.0% | -34.6% | -12.5% |
| 5Y | +50.5% | +30.9% | +19.5% | +29.1% |
| 10Y | +168.5% | +97.5% | +71.0% | +90.6% |
| All | +7,803.6% | +2,738.5% | +5,065.1% | +2,068.9% |
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