+104.6%
UL vs CNH
+107.8%
-3.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.4% |
| 7D | +2.6% | +4.5% | -2.0% | +1.8% |
| 30D | +6.8% | +7.6% | -0.9% | +5.4% |
| 3M | +5.7% | +17.0% | -11.2% | +2.6% |
| 6M | +15.9% | +12.9% | +2.9% | +12.7% |
| YTD | +4.3% | +34.3% | -30.0% | -1.6% |
| 1Y | -0.4% | +28.5% | -29.0% | -5.5% |
| 3Y | +35.0% | +31.9% | +3.1% | +24.6% |
| 5Y | +31.6% | -9.6% | +41.2% | +27.0% |
| 10Y | +104.6% | +106.3% | -1.7% | +60.6% |
| All | +104.6% | +107.8% | -3.2% | +60.6% |
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