+3,231.7%
CLS vs UL
+501.3%
+2,730.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | -1.3% | +5.9% | +5.0% |
| 30D | -13.9% | +0.5% | -14.4% | -14.1% |
| 3M | -26.6% | +17.6% | -44.2% | -31.3% |
| 6M | +15.4% | -5.4% | +20.8% | +16.5% |
| YTD | +5.7% | +0.7% | +5.0% | +4.0% |
| 1Y | +41.1% | -9.3% | +50.4% | +43.3% |
| 3Y | +1,228.6% | +24.5% | +1,204.1% | +1,059.4% |
| 5Y | +3,240.6% | +23.2% | +3,217.4% | +2,790.9% |
| 10Y | +2,760.3% | +64.5% | +2,695.9% | +2,054.9% |
| All | +3,231.7% | +501.3% | +2,730.4% | +1,480.8% |
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