+66.4%
CME vs UUUU
-17.1%
+83.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | +3.9% | -1.1% | +5.0% | +3.9% |
| 30D | +11.3% | -21.0% | +32.3% | +10.8% |
| 3M | +19.6% | -54.8% | +74.4% | +17.9% |
| 6M | +8.1% | -67.3% | +75.4% | +6.6% |
| YTD | +20.4% | -54.7% | +75.1% | +19.4% |
| 1Y | +16.5% | -57.4% | +73.9% | +15.4% |
| 3Y | +66.4% | -19.6% | +86.1% | +72.1% |
| All | +66.4% | -17.1% | +83.6% | +72.1% |
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 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