+288.0%
CME vs UL
+106.3%
+181.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.7% | +2.6% | -0.9% | +0.7% |
| 30D | +10.2% | +6.8% | +3.4% | +7.6% |
| 3M | +17.8% | +5.7% | +12.0% | +15.3% |
| 6M | +11.0% | +15.9% | -4.9% | +4.9% |
| YTD | +17.0% | +4.3% | +12.8% | +14.4% |
| 1Y | +15.8% | -0.4% | +16.2% | +14.9% |
| 3Y | +61.8% | +35.0% | +26.8% | +41.5% |
| 5Y | +72.5% | +31.6% | +40.9% | +48.8% |
| 10Y | +288.0% | +104.6% | +183.4% | +206.5% |
| All | +288.0% | +106.3% | +181.7% | +206.5% |
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