+128.7%
UL vs CNH
+64.7%
+64.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.7% |
| 7D | -1.3% | +23.3% | -24.6% | -4.8% |
| 30D | +0.5% | +33.5% | -33.0% | -4.4% |
| 3M | +17.6% | +32.7% | -15.1% | +11.7% |
| 6M | -5.4% | +22.2% | -27.5% | -9.2% |
| YTD | +0.7% | +57.7% | -57.0% | -7.5% |
| 1Y | -9.3% | +28.0% | -37.2% | -13.9% |
| 3Y | +24.5% | +11.5% | +13.0% | +18.6% |
| 5Y | +23.2% | +11.9% | +11.3% | +14.7% |
| 10Y | +64.5% | +162.8% | -98.3% | +19.8% |
| All | +128.7% | +64.7% | +64.0% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling