+168.2%
UL vs CG
+351.2%
-182.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -1.3% | -4.3% | +3.0% | -0.8% |
| 30D | +0.5% | -5.1% | +5.6% | +1.1% |
| 3M | +17.6% | +8.7% | +8.9% | +16.1% |
| 6M | -5.4% | -9.2% | +3.9% | -4.5% |
| YTD | +0.7% | -18.9% | +19.6% | +2.7% |
| 1Y | -9.3% | -25.6% | +16.4% | -6.6% |
| 3Y | +24.5% | +57.3% | -32.7% | +11.6% |
| 5Y | +23.2% | +10.2% | +13.1% | +13.9% |
| 10Y | +64.5% | +364.2% | -299.7% | +14.8% |
| All | +168.2% | +351.2% | -182.9% | +82.3% |
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 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