+57.3%
CL vs UUUU
+524.5%
-467.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -2.3% | +1.8% | -4.1% | -2.3% |
| 30D | -5.5% | +1.8% | -7.3% | -5.6% |
| 3M | +0.8% | +1.3% | -0.4% | +0.7% |
| 6M | -4.2% | -26.8% | +22.6% | -3.9% |
| YTD | +13.4% | +0.1% | +13.4% | +12.6% |
| 1Y | +7.1% | +11.2% | -4.2% | +5.6% |
| 3Y | +29.0% | +97.7% | -68.7% | +23.6% |
| 5Y | +28.3% | +127.3% | -99.0% | +19.6% |
| 10Y | +57.3% | +532.6% | -475.3% | +28.1% |
| All | +57.3% | +524.5% | -467.2% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling