+72.5%
CAPR vs UUUU
+132.1%
-59.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.6% |
| 7D | -12.6% | +1.8% | -14.5% | -12.9% |
| 30D | +124.4% | +1.8% | +122.6% | +124.5% |
| 3M | -66.8% | +1.3% | -68.0% | -67.3% |
| 6M | -71.8% | -26.8% | -45.0% | -71.0% |
| YTD | -70.1% | +0.1% | -70.1% | -71.1% |
| 1Y | +33.3% | +11.2% | +22.1% | +21.1% |
| 3Y | +36.7% | +97.7% | -61.0% | +2.3% |
| 5Y | +72.5% | +127.3% | -54.9% | +25.4% |
| All | +72.5% | +132.1% | -59.6% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling