+439.0%
CME vs UUUU
-92.0%
+531.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | +6.2% | +16.3% | -10.1% | +5.3% |
| 3M | +10.4% | -16.7% | +27.1% | +11.0% |
| 6M | -9.5% | -33.7% | +24.1% | -8.5% |
| YTD | +6.0% | -0.5% | +6.5% | +4.5% |
| 1Y | +9.3% | +28.9% | -19.6% | +5.4% |
| 3Y | +57.7% | +99.9% | -42.2% | +45.2% |
| 5Y | +77.7% | +135.3% | -57.6% | +58.0% |
| 10Y | +281.2% | +518.4% | -237.1% | +198.8% |
| All | +439.0% | -92.0% | +531.0% | +293.2% |
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