+115.8%
CMS vs UL
+65.6%
+50.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | -3.2% | +0.9% | -4.1% | -3.5% |
| 3M | -2.2% | +14.2% | -16.4% | -7.2% |
| 6M | -9.4% | -3.2% | -6.2% | -8.8% |
| YTD | +0.7% | -0.3% | +1.0% | +0.1% |
| 1Y | +0.4% | -8.8% | +9.1% | +2.9% |
| 3Y | +35.2% | +23.9% | +11.3% | +22.7% |
| 5Y | +24.1% | +21.4% | +2.8% | +11.9% |
| 10Y | +115.8% | +66.7% | +49.1% | +77.8% |
| All | +115.8% | +65.6% | +50.2% | +77.8% |
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 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