+7,463.6%
CI vs UL
+2,661.1%
+4,802.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | -1.3% | +2.6% | +1.8% |
| 30D | +4.4% | +0.5% | +4.0% | +4.2% |
| 3M | +0.7% | +17.6% | -16.9% | -6.0% |
| 6M | +0.3% | -5.4% | +5.7% | +1.9% |
| YTD | +3.8% | +0.7% | +3.1% | +2.5% |
| 1Y | -5.5% | -9.3% | +3.8% | -2.8% |
| 3Y | +8.1% | +24.5% | -16.4% | -3.3% |
| 5Y | +42.8% | +23.2% | +19.6% | +25.7% |
| 10Y | +143.9% | +64.5% | +79.4% | +86.5% |
| All | +7,463.6% | +2,661.1% | +4,802.5% | +1,999.3% |
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 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