+37.5%
CMS vs UL
+34.6%
+2.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | +5.3% | +5.7% | -0.4% | +3.5% |
| 3M | -0.3% | +7.0% | -7.3% | -2.5% |
| 6M | -4.0% | +16.1% | -20.1% | -8.8% |
| YTD | +2.1% | +3.6% | -1.4% | +0.5% |
| 1Y | -4.7% | -1.4% | -3.3% | -4.6% |
| All | +37.5% | +34.6% | +2.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling