+330.5%
CFG vs UUUU
-1.7%
+332.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.5% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | +3.1% | -28.3% | +31.4% | +7.3% |
| 3M | -9.7% | -53.1% | +43.4% | -1.1% |
| 6M | +6.7% | -68.6% | +75.3% | +21.9% |
| YTD | +15.2% | -52.3% | +67.5% | +21.6% |
| 1Y | +28.8% | -55.8% | +84.6% | +36.6% |
| 3Y | +190.1% | -12.3% | +202.3% | +160.7% |
| 5Y | +63.4% | -36.9% | +100.3% | +45.7% |
| 10Y | +219.8% | +388.0% | -168.3% | +75.3% |
| All | +330.5% | -1.7% | +332.2% | +162.1% |
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