+104.6%
UL vs CP
+255.2%
-150.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +2.6% | +2.8% | -0.2% | +1.8% |
| 30D | +6.8% | +11.0% | -4.3% | +3.7% |
| 3M | +5.7% | +3.8% | +1.9% | +4.6% |
| 6M | +15.9% | +9.5% | +6.4% | +12.8% |
| YTD | +4.3% | +28.2% | -23.9% | -3.0% |
| 1Y | -0.4% | +33.0% | -33.4% | -8.3% |
| 3Y | +35.0% | +35.5% | -0.6% | +21.2% |
| 5Y | +31.6% | +25.8% | +5.8% | +19.0% |
| 10Y | +104.6% | +250.7% | -146.1% | +38.3% |
| All | +104.6% | +255.2% | -150.6% | +38.3% |
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