+2,731.1%
UL vs CP
+7,734.8%
-5,003.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +1.1% | +2.8% | -1.6% | +0.5% |
| 30D | +8.2% | +10.2% | -2.0% | +5.8% |
| 3M | +4.5% | +2.4% | +2.2% | +3.9% |
| 6M | +12.6% | +7.7% | +4.9% | +10.5% |
| YTD | +3.5% | +26.0% | -22.5% | -2.3% |
| 1Y | -0.4% | +34.6% | -35.1% | -7.5% |
| 3Y | +36.0% | +26.7% | +9.3% | +26.5% |
| 5Y | +30.9% | +24.9% | +6.0% | +20.8% |
| 10Y | +97.5% | +258.6% | -161.1% | +38.4% |
| All | +2,731.1% | +7,734.8% | -5,003.8% | +982.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling