+138.1%
CMS vs UL
+106.3%
+31.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.5% | +2.6% | -2.1% | -0.4% |
| 30D | +7.4% | +6.8% | +0.7% | +4.9% |
| 3M | +1.9% | +5.7% | -3.9% | -0.3% |
| 6M | -2.3% | +15.9% | -18.2% | -7.8% |
| YTD | +3.0% | +4.3% | -1.3% | +0.6% |
| 1Y | -2.8% | -0.4% | -2.4% | -3.5% |
| 3Y | +37.9% | +35.0% | +3.0% | +21.2% |
| 5Y | +34.0% | +31.6% | +2.4% | +16.9% |
| 10Y | +138.1% | +104.6% | +33.5% | +90.5% |
| All | +138.1% | +106.3% | +31.8% | +90.5% |
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