+2,653.9%
UL vs CPB
+325.7%
+2,328.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.9% |
| 7D | -1.3% | -8.6% | +7.3% | +1.2% |
| 30D | +0.5% | -7.2% | +7.7% | +2.5% |
| 3M | +17.6% | +0.9% | +16.7% | +17.0% |
| 6M | -5.4% | -11.8% | +6.4% | -2.5% |
| YTD | +0.7% | -19.4% | +20.1% | +6.4% |
| 1Y | -9.3% | -30.4% | +21.1% | -0.3% |
| 3Y | +24.5% | -40.2% | +64.7% | +40.9% |
| 5Y | +23.2% | -39.5% | +62.7% | +37.5% |
| 10Y | +64.5% | -47.4% | +111.9% | +83.1% |
| All | +2,653.9% | +325.7% | +2,328.1% | +1,664.9% |
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