+108.1%
UL vs CG
+278.5%
-170.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +3.7% | +11.2% | -7.5% | +2.3% |
| 3M | +5.6% | -22.1% | +27.7% | +8.6% |
| 6M | +17.2% | -17.9% | +35.2% | +19.5% |
| YTD | +3.9% | -31.3% | +35.2% | +7.7% |
| 1Y | 0.0% | -24.0% | +23.9% | +2.3% |
| 3Y | +34.8% | +45.0% | -10.2% | +21.8% |
| 5Y | +32.4% | -22.6% | +55.0% | +29.3% |
| All | +108.1% | +278.5% | -170.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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