+33.8%
UL vs CF
+114.1%
-80.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +1.1% | +4.8% | -3.7% | +1.1% |
| 30D | +4.5% | +4.7% | -0.2% | +4.5% |
| 3M | +6.5% | +7.4% | -0.9% | +6.5% |
| 6M | +18.2% | +0.6% | +17.6% | +18.2% |
| YTD | +4.7% | +64.1% | -59.4% | +3.5% |
| 1Y | +0.8% | +51.4% | -50.6% | -0.2% |
| 3Y | +35.9% | +67.8% | -31.9% | +33.5% |
| All | +33.8% | +114.1% | -80.3% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling