+107.5%
UL vs CFG
+214.3%
-106.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | +5.7% | +3.3% | +2.4% | +5.2% |
| 3M | +7.0% | -11.5% | +18.5% | +8.5% |
| 6M | +16.1% | +6.2% | +9.8% | +15.1% |
| YTD | +3.6% | +14.3% | -10.7% | +1.7% |
| 1Y | -1.4% | +26.7% | -28.1% | -4.4% |
| 3Y | +34.1% | +187.8% | -153.7% | +14.5% |
| 5Y | +32.0% | +61.3% | -29.3% | +20.8% |
| All | +107.5% | +214.3% | -106.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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