+35.9%
UL vs CP
+36.4%
-0.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | +4.5% | +9.3% | -4.8% | +2.7% |
| 3M | +6.5% | +0.5% | +6.0% | +6.2% |
| 6M | +18.2% | +10.4% | +7.7% | +15.9% |
| YTD | +4.7% | +28.7% | -24.0% | +0.3% |
| 1Y | +0.8% | +33.2% | -32.4% | -3.9% |
| 3Y | +35.9% | +38.4% | -2.6% | +27.5% |
| All | +35.9% | +36.4% | -0.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling