+329.4%
CL vs UUUU
-92.0%
+421.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | -4.8% | +16.3% | -21.2% | -5.2% |
| 3M | +4.9% | -16.7% | +21.6% | +5.1% |
| 6M | -5.7% | -33.7% | +27.9% | -5.2% |
| YTD | +14.4% | -0.5% | +14.9% | +13.7% |
| 1Y | +8.7% | +28.9% | -20.1% | +7.1% |
| 3Y | +30.0% | +99.9% | -69.9% | +25.4% |
| 5Y | +28.4% | +135.3% | -106.9% | +21.7% |
| 10Y | +50.1% | +518.4% | -468.3% | +33.9% |
| All | +329.4% | -92.0% | +421.4% | +276.6% |
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