-1.9%
UL vs CF
+51.3%
-53.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -1.7% | +10.4% | -12.1% | -1.0% |
| 30D | +4.5% | +7.6% | -3.1% | +5.1% |
| 3M | +5.5% | +5.2% | +0.3% | +6.0% |
| 6M | +17.0% | -0.1% | +17.1% | +17.1% |
| YTD | +3.2% | +61.7% | -58.5% | -0.2% |
| 1Y | -1.9% | +50.3% | -52.2% | -4.9% |
| All | -1.9% | +51.3% | -53.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling