+77.2%
CME vs UL
+22.5%
+54.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +5.5% | +0.9% | +4.6% | +5.3% |
| 3M | +11.0% | +14.2% | -3.3% | +8.0% |
| 6M | -9.7% | -3.2% | -6.5% | -9.3% |
| YTD | +4.9% | -0.3% | +5.2% | +4.6% |
| 1Y | +10.1% | -8.8% | +18.9% | +11.7% |
| 3Y | +53.5% | +23.9% | +29.6% | +47.3% |
| 5Y | +77.2% | +21.4% | +55.8% | +64.9% |
| All | +77.2% | +22.5% | +54.7% | +64.9% |
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