+512.1%
CME vs UUUU
-96.4%
+608.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +19.6% | -54.8% | +74.4% | +23.7% |
| 6M | +8.1% | -67.3% | +75.4% | +13.2% |
| YTD | +20.4% | -54.7% | +75.1% | +22.9% |
| 1Y | +16.5% | -57.4% | +73.9% | +19.0% |
| 3Y | +66.4% | -19.6% | +86.1% | +60.1% |
| 5Y | +74.5% | -40.0% | +114.5% | +66.6% |
| 10Y | +308.5% | +364.1% | -55.6% | +224.2% |
| All | +512.1% | -96.4% | +608.5% | +362.5% |
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