+66.7%
UL vs CNH
+152.9%
-86.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.2% |
| 7D | -1.3% | +8.8% | -10.1% | -2.6% |
| 30D | +0.9% | +24.7% | -23.7% | -2.6% |
| 3M | +14.2% | +27.3% | -13.1% | +9.6% |
| 6M | -3.2% | +23.2% | -26.3% | -6.9% |
| YTD | -0.3% | +48.9% | -49.3% | -7.0% |
| 1Y | -8.8% | +19.4% | -28.2% | -12.1% |
| 3Y | +23.9% | +7.8% | +16.1% | +19.0% |
| 5Y | +21.4% | +8.7% | +12.6% | +14.0% |
| 10Y | +66.7% | +149.5% | -82.9% | +28.1% |
| All | +66.7% | +152.9% | -86.3% | +28.1% |
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