+66.7%
UL vs CFG
+313.6%
-247.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -1.3% | +2.7% | -4.0% | -1.6% |
| 30D | +0.9% | -3.7% | +4.6% | +1.3% |
| 3M | +14.2% | +9.5% | +4.8% | +13.0% |
| 6M | -3.2% | +22.2% | -25.4% | -5.5% |
| YTD | -0.3% | +22.3% | -22.7% | -2.9% |
| 1Y | -8.8% | +39.4% | -48.2% | -12.6% |
| 3Y | +23.9% | +188.5% | -164.6% | +6.0% |
| 5Y | +21.4% | +101.5% | -80.2% | +7.9% |
| 10Y | +66.7% | +308.6% | -242.0% | +23.9% |
| All | +66.7% | +313.6% | -247.0% | +23.9% |
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