-99.3%
CAPR vs UUUU
-96.4%
-2.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.8% |
| 7D | +5.9% | -1.1% | +6.9% | +6.1% |
| 30D | +44.6% | -21.0% | +65.6% | +47.1% |
| 3M | +126.4% | -54.8% | +181.2% | +139.3% |
| 6M | -68.6% | -67.3% | -1.2% | -66.4% |
| YTD | -67.0% | -54.7% | -12.3% | -65.7% |
| 1Y | +65.2% | -57.4% | +122.6% | +71.2% |
| 3Y | +235.6% | -19.6% | +255.2% | +221.7% |
| 5Y | +175.4% | -40.0% | +215.5% | +164.5% |
| 10Y | -65.0% | +364.1% | -429.0% | -71.0% |
| All | -99.3% | -96.4% | -2.9% | -99.4% |
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 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