+177.7%
UL vs CG
+300.6%
-122.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +2.6% | +2.0% | +0.6% | +2.2% |
| 30D | +6.8% | +8.5% | -1.8% | +5.5% |
| 3M | +5.7% | -12.1% | +17.9% | +7.3% |
| 6M | +15.9% | -16.4% | +32.3% | +18.1% |
| YTD | +4.3% | -28.0% | +32.2% | +7.8% |
| 1Y | -0.4% | -18.9% | +18.5% | +1.3% |
| 3Y | +35.0% | +51.2% | -16.3% | +21.2% |
| 5Y | +31.6% | -15.9% | +47.5% | +26.8% |
| 10Y | +104.6% | +305.9% | -201.3% | +45.2% |
| All | +177.7% | +300.6% | -122.8% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling