+3,038.3%
CLS vs UL
+65.2%
+2,973.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +20.1% | -3.2% | +23.3% | +21.0% |
| 30D | +6.0% | -0.6% | +6.6% | +6.0% |
| 3M | -10.3% | +9.4% | -19.7% | -12.6% |
| 6M | +24.5% | -4.1% | +28.6% | +25.4% |
| YTD | +12.9% | -2.0% | +14.8% | +12.7% |
| 1Y | +36.7% | -9.0% | +45.6% | +38.8% |
| 3Y | +1,328.1% | +21.8% | +1,306.3% | +1,162.9% |
| 5Y | +3,682.3% | +20.6% | +3,661.7% | +3,201.9% |
| 10Y | +3,038.3% | +67.7% | +2,970.6% | +2,461.6% |
| All | +3,038.3% | +65.2% | +2,973.1% | +2,461.6% |
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