+66.7%
UL vs CP
+219.6%
-153.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | +0.9% | -0.5% | +1.5% | +1.0% |
| 3M | +14.2% | +1.4% | +12.8% | +13.6% |
| 6M | -3.2% | +10.3% | -13.5% | -6.0% |
| YTD | -0.3% | +24.3% | -24.6% | -6.4% |
| 1Y | -8.8% | +20.4% | -29.2% | -13.7% |
| 3Y | +23.9% | +21.8% | +2.1% | +14.8% |
| 5Y | +21.4% | +31.5% | -10.2% | +8.0% |
| 10Y | +66.7% | +223.2% | -156.6% | +13.3% |
| All | +66.7% | +219.6% | -153.0% | +13.3% |
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