+30.9%
CL vs UL
+25.2%
+5.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.2% | -1.3% | -0.8% | -1.4% |
| 30D | -4.8% | +0.5% | -5.3% | -5.1% |
| 3M | +4.9% | +17.6% | -12.7% | -4.8% |
| 6M | -5.7% | -5.4% | -0.3% | -3.2% |
| YTD | +14.4% | +0.7% | +13.7% | +13.3% |
| 1Y | +8.7% | -9.3% | +18.0% | +14.0% |
| All | +30.9% | +25.2% | +5.6% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling