+35.0%
UL vs CG
+51.3%
-16.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | +2.6% | +2.0% | +0.6% | +2.5% |
| 30D | +6.8% | +8.5% | -1.8% | +6.6% |
| 3M | +5.7% | -12.1% | +17.9% | +5.8% |
| 6M | +15.9% | -16.4% | +32.3% | +16.0% |
| YTD | +4.3% | -28.0% | +32.2% | +4.2% |
| 1Y | -0.4% | -18.9% | +18.5% | -0.4% |
| 3Y | +35.0% | +51.2% | -16.3% | +27.3% |
| All | +35.0% | +51.3% | -16.3% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling