+20.6%
UL vs CPB
-38.1%
+58.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -3.2% | -8.0% | +4.8% | -1.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.1% |
| 3M | +9.4% | +0.5% | +8.9% | +9.0% |
| 6M | -4.1% | -10.5% | +6.3% | -2.0% |
| YTD | -2.0% | -17.5% | +15.5% | +2.2% |
| 1Y | -9.0% | -31.0% | +22.1% | -1.2% |
| 3Y | +21.8% | -40.6% | +62.4% | +35.7% |
| 5Y | +20.6% | -37.7% | +58.3% | +27.3% |
| All | +20.6% | -38.1% | +58.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling