+3,542.1%
CLS vs UL
+22.5%
+3,519.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +5.7% |
| 7D | +12.8% | -1.3% | +14.1% | +12.8% |
| 30D | +3.8% | +0.9% | +2.9% | +3.7% |
| 3M | -14.6% | +14.2% | -28.9% | -15.2% |
| 6M | +32.2% | -3.2% | +35.4% | +33.3% |
| YTD | +11.6% | -0.3% | +12.0% | +12.2% |
| 1Y | +35.1% | -8.8% | +43.8% | +37.3% |
| 3Y | +1,312.5% | +23.9% | +1,288.7% | +1,174.6% |
| 5Y | +3,542.1% | +21.4% | +3,520.7% | +3,254.7% |
| All | +3,542.1% | +22.5% | +3,519.6% | +3,254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling