+99.3%
UL vs CP
+261.0%
-161.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +0.3% | +2.8% | -2.5% | -0.5% |
| 30D | +7.0% | +11.3% | -4.3% | +3.9% |
| 3M | +5.8% | +2.9% | +2.9% | +4.9% |
| 6M | +16.1% | +9.8% | +6.4% | +13.0% |
| YTD | +4.5% | +28.5% | -24.0% | -2.8% |
| 1Y | -1.3% | +33.5% | -34.8% | -9.2% |
| 3Y | +35.0% | +31.9% | +3.0% | +22.3% |
| 5Y | +31.9% | +25.5% | +6.4% | +19.5% |
| 10Y | +99.3% | +257.6% | -158.3% | +35.8% |
| All | +99.3% | +261.0% | -161.7% | +35.8% |
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