-62.7%
C vs UUUU
-96.4%
+33.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +4.2% | -1.1% | +5.2% | +4.2% |
| 30D | +2.0% | -21.0% | +23.0% | +4.4% |
| 3M | -10.1% | -54.8% | +44.7% | -2.7% |
| 6M | +1.0% | -67.3% | +68.3% | +12.4% |
| YTD | +8.5% | -54.7% | +63.1% | +14.7% |
| 1Y | +25.7% | -57.4% | +83.2% | +33.3% |
| 3Y | +216.0% | -19.6% | +235.6% | +198.1% |
| 5Y | +112.3% | -40.0% | +152.3% | +98.7% |
| 10Y | +217.8% | +364.1% | -146.3% | +116.4% |
| All | -62.7% | -96.4% | +33.7% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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