+2,653.9%
UL vs CP
+7,669.4%
-5,015.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.3% | -2.7% | +1.3% | -0.7% |
| 30D | +0.5% | +0.2% | +0.3% | +0.4% |
| 3M | +17.6% | +2.6% | +15.0% | +16.8% |
| 6M | -5.4% | +6.0% | -11.3% | -6.8% |
| YTD | +0.7% | +24.9% | -24.2% | -4.8% |
| 1Y | -9.3% | +20.1% | -29.4% | -13.5% |
| 3Y | +24.5% | +16.4% | +8.1% | +18.1% |
| 5Y | +23.2% | +31.7% | -8.5% | +12.1% |
| 10Y | +64.5% | +223.9% | -159.4% | +17.9% |
| All | +2,653.9% | +7,669.4% | -5,015.6% | +954.9% |
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