+23.5%
UL vs CFG
+101.4%
-77.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.3% | +1.5% | -2.9% | -1.5% |
| 30D | +0.5% | -3.8% | +4.3% | +0.8% |
| 3M | +17.6% | +11.5% | +6.1% | +16.5% |
| 6M | -5.4% | +19.2% | -24.6% | -6.8% |
| YTD | +0.7% | +23.7% | -23.0% | -1.2% |
| 1Y | -9.3% | +38.8% | -48.1% | -12.0% |
| 3Y | +24.5% | +178.9% | -154.4% | +9.0% |
| All | +23.5% | +101.4% | -77.9% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling