+329.7%
CFG vs UUUU
-6.5%
+336.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.8% |
| 7D | +3.2% | -1.1% | +4.2% | +3.2% |
| 30D | +5.1% | -21.0% | +26.1% | +8.1% |
| 3M | -11.2% | -54.8% | +43.6% | -2.4% |
| 6M | +9.6% | -67.3% | +76.9% | +24.5% |
| YTD | +15.0% | -54.7% | +69.6% | +22.2% |
| 1Y | +29.9% | -57.4% | +87.3% | +38.4% |
| 3Y | +192.1% | -19.6% | +211.7% | +165.8% |
| 5Y | +62.3% | -40.0% | +102.3% | +45.7% |
| 10Y | +219.2% | +364.1% | -144.9% | +76.1% |
| All | +329.7% | -6.5% | +336.2% | +163.3% |
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