+109.7%
UL vs CP
+257.3%
-147.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +4.5% | +9.3% | -4.8% | +2.0% |
| 3M | +6.5% | +0.5% | +6.0% | +6.3% |
| 6M | +18.2% | +10.4% | +7.7% | +14.8% |
| YTD | +4.7% | +28.7% | -24.0% | -2.7% |
| 1Y | +0.8% | +33.2% | -32.4% | -7.2% |
| 3Y | +35.9% | +38.4% | -2.6% | +21.3% |
| 5Y | +33.4% | +26.2% | +7.2% | +20.6% |
| All | +109.7% | +257.3% | -147.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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