+135.1%
UL vs CNH
+32.2%
+102.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | +8.2% | -7.2% | +15.5% | +9.4% |
| 3M | +4.5% | +6.5% | -2.0% | +2.9% |
| 6M | +12.6% | +7.9% | +4.7% | +10.1% |
| YTD | +3.5% | +26.6% | -23.1% | -1.7% |
| 1Y | -0.4% | +13.8% | -14.2% | -3.9% |
| 3Y | +36.0% | +9.2% | +26.8% | +29.1% |
| 5Y | +30.9% | -15.6% | +46.5% | +27.6% |
| 10Y | +97.5% | +119.2% | -21.7% | +47.6% |
| All | +135.1% | +32.2% | +102.9% | +85.0% |
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