+2,240.8%
CF vs UUUU
-92.0%
+2,332.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.3% |
| 7D | +6.0% | -1.4% | +7.4% | +6.1% |
| 30D | +14.8% | +16.3% | -1.5% | +12.6% |
| 3M | +14.1% | -16.7% | +30.8% | +15.2% |
| 6M | +28.5% | -33.7% | +62.2% | +31.3% |
| YTD | +74.9% | -0.5% | +75.4% | +68.8% |
| 1Y | +61.7% | +28.9% | +32.8% | +48.8% |
| 3Y | +80.3% | +99.9% | -19.5% | +50.6% |
| 5Y | +226.0% | +135.3% | +90.7% | +156.0% |
| 10Y | +569.9% | +518.4% | +51.5% | +321.6% |
| All | +2,240.8% | -92.0% | +2,332.9% | +1,527.4% |
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