+79.6%
CME vs UUUU
+79.1%
+0.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.6% |
| 7D | -1.6% | -10.5% | +8.9% | -1.4% |
| 30D | +5.6% | -10.5% | +16.1% | +5.8% |
| 3M | +5.6% | -14.1% | +19.7% | +5.8% |
| 6M | -8.3% | -35.5% | +27.2% | -7.6% |
| YTD | +4.3% | -10.9% | +15.3% | +3.7% |
| 1Y | +9.1% | +3.4% | +5.7% | +7.3% |
| 3Y | +52.1% | +73.1% | -21.1% | +44.8% |
| All | +79.6% | +79.1% | +0.5% | +68.1% |
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 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