+374.1%
CL vs UUUU
-96.2%
+470.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | -0.8% | -3.5% | +2.7% | -0.7% |
| 30D | +9.5% | -28.3% | +37.8% | +10.2% |
| 3M | +6.8% | -53.1% | +59.9% | +8.2% |
| 6M | +14.3% | -68.6% | +82.8% | +16.6% |
| YTD | +26.3% | -52.3% | +78.6% | +27.2% |
| 1Y | +25.6% | -55.8% | +81.4% | +26.6% |
| 3Y | +38.5% | -12.3% | +50.7% | +35.8% |
| 5Y | +40.7% | -36.9% | +77.6% | +37.6% |
| 10Y | +83.1% | +388.0% | -305.0% | +64.0% |
| All | +374.1% | -96.2% | +470.2% | +321.5% |
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 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