+109.7%
UL vs CNH
+106.0%
+3.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.1% | +3.0% | -1.9% | +0.6% |
| 30D | +4.5% | -0.6% | +5.1% | +4.4% |
| 3M | +6.5% | +14.6% | -8.2% | +3.6% |
| 6M | +18.2% | +11.8% | +6.4% | +15.0% |
| YTD | +4.7% | +30.4% | -25.7% | -0.8% |
| 1Y | +0.8% | +19.1% | -18.3% | -3.2% |
| 3Y | +35.9% | +30.2% | +5.7% | +25.6% |
| 5Y | +33.4% | -17.8% | +51.2% | +30.9% |
| All | +109.7% | +106.0% | +3.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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