+362.4%
CFG vs UUUU
+105.2%
+257.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.5% | -1.4% | +2.9% | +1.7% |
| 30D | -3.8% | +16.3% | -20.1% | -6.0% |
| 3M | +11.5% | -16.7% | +28.2% | +13.1% |
| 6M | +19.2% | -33.7% | +52.8% | +23.5% |
| YTD | +23.7% | -0.5% | +24.2% | +19.4% |
| 1Y | +38.8% | +28.9% | +10.0% | +26.5% |
| 3Y | +178.9% | +99.9% | +79.0% | +125.0% |
| 5Y | +101.8% | +135.3% | -33.5% | +49.2% |
| 10Y | +317.3% | +518.4% | -201.1% | +121.1% |
| All | +362.4% | +105.2% | +257.1% | +157.2% |
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