+446.2%
UL vs CF
+5,277.9%
-4,831.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.4% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | +11.4% | +2.2% | +9.2% | +11.0% |
| 3M | +6.0% | +2.1% | +3.9% | +5.4% |
| 6M | +18.0% | -6.5% | +24.5% | +18.3% |
| YTD | +6.2% | +55.6% | -49.3% | -1.4% |
| 1Y | +1.5% | +42.3% | -40.8% | -4.7% |
| 3Y | +39.8% | +55.7% | -16.0% | +27.9% |
| 5Y | +34.3% | +122.4% | -88.1% | +13.1% |
| 10Y | +102.6% | +568.5% | -465.9% | +35.2% |
| All | +446.2% | +5,277.9% | -4,831.7% | +112.7% |
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