+104.6%
UL vs CFG
+230.2%
-125.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.5% |
| 30D | +6.8% | +2.8% | +4.0% | +6.4% |
| 3M | +5.7% | -10.1% | +15.8% | +7.0% |
| 6M | +15.9% | +3.2% | +12.7% | +15.3% |
| YTD | +4.3% | +14.2% | -9.9% | +2.4% |
| 1Y | -0.4% | +27.4% | -27.8% | -3.5% |
| 3Y | +35.0% | +187.6% | -152.6% | +15.3% |
| 5Y | +31.6% | +65.7% | -34.1% | +20.1% |
| 10Y | +104.6% | +219.7% | -115.1% | +69.0% |
| All | +104.6% | +230.2% | -125.5% | +69.0% |
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