+4,850.5%
CL vs UL
+2,661.1%
+2,189.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.2% | -1.3% | -0.8% | -1.7% |
| 30D | -4.8% | +0.5% | -5.3% | -5.0% |
| 3M | +4.9% | +17.6% | -12.7% | -1.5% |
| 6M | -5.7% | -5.4% | -0.3% | -3.9% |
| YTD | +14.4% | +0.7% | +13.7% | +13.9% |
| 1Y | +8.7% | -9.3% | +18.0% | +12.4% |
| 3Y | +30.0% | +24.5% | +5.4% | +19.2% |
| 5Y | +28.4% | +23.2% | +5.1% | +16.5% |
| 10Y | +50.1% | +64.5% | -14.4% | +21.2% |
| All | +4,850.5% | +2,661.1% | +2,189.4% | +1,160.8% |
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