+1,763.7%
CLS vs UL
+31.0%
+1,732.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.3% |
| 7D | -22.2% | +1.1% | -23.3% | -22.1% |
| 30D | -44.4% | +8.2% | -52.6% | -44.3% |
| 3M | -34.3% | +4.5% | -38.8% | -34.2% |
| 6M | -50.1% | +12.6% | -62.6% | -50.0% |
| YTD | -30.1% | +3.5% | -33.6% | -29.5% |
| 1Y | -39.3% | -0.4% | -38.9% | -38.7% |
| 3Y | +732.7% | +36.0% | +696.7% | +637.7% |
| All | +1,763.7% | +31.0% | +1,732.7% | +1,522.6% |
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 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