-62.7%
C vs UUUU
-96.3%
+33.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.3% |
| 7D | +4.7% | +1.4% | +3.4% | +4.5% |
| 30D | +0.2% | -27.9% | +28.1% | +3.5% |
| 3M | -9.3% | -53.8% | +44.5% | -2.1% |
| 6M | -0.8% | -68.1% | +67.3% | +10.7% |
| YTD | +8.5% | -54.1% | +62.6% | +14.5% |
| 1Y | +23.1% | -57.8% | +80.9% | +30.6% |
| 3Y | +220.8% | -15.4% | +236.2% | +200.9% |
| 5Y | +112.4% | -39.2% | +151.6% | +98.5% |
| 10Y | +217.9% | +370.4% | -152.5% | +116.1% |
| All | -62.7% | -96.3% | +33.6% | -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