+25.8%
UL vs CPB
-40.7%
+66.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.7% |
| 7D | -1.3% | -8.6% | +7.3% | +0.7% |
| 30D | +0.5% | -7.2% | +7.7% | +2.1% |
| 3M | +17.6% | +0.9% | +16.7% | +17.2% |
| 6M | -5.4% | -11.8% | +6.4% | -3.1% |
| YTD | +0.7% | -19.4% | +20.1% | +5.0% |
| 1Y | -9.3% | -30.4% | +21.1% | -2.7% |
| All | +25.8% | -40.7% | +66.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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