+95.2%
CNC vs UL
+66.7%
+28.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.3% |
| 7D | -0.9% | -3.4% | +2.5% | +0.2% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +4.5% | +7.2% | -2.7% | +1.6% |
| 6M | +85.2% | -3.1% | +88.3% | +85.9% |
| YTD | +61.4% | -2.7% | +64.1% | +61.3% |
| 1Y | +94.9% | -10.2% | +105.1% | +100.4% |
| 3Y | 0.0% | +20.3% | -20.3% | -8.7% |
| 5Y | +11.2% | +19.9% | -8.7% | +0.1% |
| All | +95.2% | +66.7% | +28.6% | +68.9% |
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 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