+97.0%
CFG vs UUUU
+132.1%
-35.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.6% | +1.8% | -2.4% | -0.8% |
| 30D | -4.5% | +1.8% | -6.4% | -4.9% |
| 3M | +6.3% | +1.3% | +5.1% | +5.5% |
| 6M | +20.6% | -26.8% | +47.4% | +23.0% |
| YTD | +21.2% | +0.1% | +21.2% | +17.6% |
| 1Y | +38.2% | +11.2% | +26.9% | +30.0% |
| 3Y | +185.9% | +97.7% | +88.2% | +136.8% |
| 5Y | +97.0% | +127.3% | -30.4% | +54.4% |
| All | +97.0% | +132.1% | -35.1% | +54.4% |
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