+2,731.1%
UL vs CPB
+366.4%
+2,364.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +1.1% | +8.0% | -6.8% | -1.1% |
| 30D | +8.2% | +22.4% | -14.1% | +2.0% |
| 3M | +4.5% | +3.8% | +0.7% | +3.0% |
| 6M | +12.6% | +13.7% | -1.1% | +7.8% |
| YTD | +3.5% | -11.7% | +15.2% | +6.3% |
| 1Y | -0.4% | -18.1% | +17.7% | +4.3% |
| 3Y | +36.0% | -34.7% | +70.7% | +49.9% |
| 5Y | +30.9% | -30.6% | +61.5% | +40.1% |
| 10Y | +97.5% | -37.1% | +134.7% | +107.9% |
| All | +2,731.1% | +366.4% | +2,364.6% | +1,662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling