+41.3%
CL vs UUUU
-32.7%
+74.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.8% | -8.3% | +1.5% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | +11.6% | -26.6% | +38.2% | +11.2% |
| 3M | +5.6% | -48.3% | +53.9% | +5.0% |
| 6M | +13.2% | -65.8% | +79.0% | +12.4% |
| YTD | +26.9% | -49.7% | +76.6% | +26.3% |
| 1Y | +27.3% | -53.3% | +80.6% | +26.7% |
| 3Y | +39.7% | -7.4% | +47.1% | +38.9% |
| 5Y | +41.3% | -33.4% | +74.7% | +40.5% |
| All | +41.3% | -32.7% | +74.0% | +40.5% |
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