-99.3%
CAPR vs UUUU
-92.0%
-7.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -2.0% | -1.4% | -0.6% | -1.9% |
| 30D | +139.2% | +16.3% | +122.9% | +137.0% |
| 3M | -66.4% | -16.7% | -49.7% | -66.2% |
| 6M | -63.1% | -33.7% | -29.5% | -62.5% |
| YTD | -67.4% | -0.5% | -66.9% | -68.0% |
| 1Y | +58.2% | +28.9% | +29.4% | +50.7% |
| 3Y | +42.2% | +99.9% | -57.7% | +28.4% |
| 5Y | +87.3% | +135.3% | -48.0% | +64.7% |
| 10Y | -75.3% | +518.4% | -593.6% | -80.3% |
| All | -99.3% | -92.0% | -7.3% | -99.5% |
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