+51.6%
CME vs UUUU
+96.1%
-44.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.6% | +1.8% | -2.5% | -0.6% |
| 30D | +4.7% | +1.8% | +2.9% | +4.7% |
| 3M | +7.8% | +1.3% | +6.6% | +8.0% |
| 6M | -11.0% | -26.8% | +15.8% | -10.9% |
| YTD | +4.0% | +0.1% | +3.9% | +4.5% |
| 1Y | +9.1% | +11.2% | -2.1% | +10.0% |
| All | +51.6% | +96.1% | -44.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling