+2,751.2%
UL vs CPB
+355.6%
+2,395.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.6% | +2.9% | -0.3% | +1.7% |
| 30D | +6.8% | +17.6% | -10.8% | +1.8% |
| 3M | +5.7% | +2.0% | +3.7% | +4.7% |
| 6M | +15.9% | +11.6% | +4.2% | +11.6% |
| YTD | +4.3% | -13.8% | +18.0% | +7.8% |
| 1Y | -0.4% | -21.6% | +21.1% | +5.6% |
| 3Y | +35.0% | -35.8% | +70.8% | +49.5% |
| 5Y | +31.6% | -33.3% | +64.9% | +42.5% |
| 10Y | +104.6% | -39.4% | +144.1% | +117.8% |
| All | +2,751.2% | +355.6% | +2,395.7% | +1,687.5% |
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