+417.9%
UL vs CF
+5,948.3%
-5,530.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.3% |
| 7D | -1.3% | +6.0% | -7.3% | -2.1% |
| 30D | +0.5% | +14.8% | -14.4% | -1.4% |
| 3M | +17.6% | +14.1% | +3.5% | +15.4% |
| 6M | -5.4% | +28.5% | -33.9% | -9.4% |
| YTD | +0.7% | +74.9% | -74.2% | -7.7% |
| 1Y | -9.3% | +61.7% | -70.9% | -16.1% |
| 3Y | +24.5% | +80.3% | -55.8% | +11.8% |
| 5Y | +23.2% | +226.0% | -202.8% | -1.9% |
| 10Y | +64.5% | +569.9% | -505.4% | +10.0% |
| All | +417.9% | +5,948.3% | -5,530.4% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling