+234.6%
CF vs UUUU
+118.2%
+116.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -1.2% |
| 30D | +18.1% | +3.4% | +14.7% | +17.5% |
| 3M | +23.4% | -3.9% | +27.2% | +23.0% |
| 6M | +17.1% | -23.2% | +40.3% | +18.0% |
| YTD | +76.2% | +0.6% | +75.7% | +69.5% |
| 1Y | +62.3% | +22.9% | +39.4% | +49.0% |
| 3Y | +71.8% | +98.6% | -26.8% | +39.8% |
| 5Y | +234.6% | +130.2% | +104.3% | +161.9% |
| All | +234.6% | +118.2% | +116.3% | +161.9% |
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