+10.9%
CMG vs UUUU
-55.1%
+66.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.7% | +5.9% |
| 7D | +22.5% | -14.4% | +36.9% | +23.2% |
| 30D | +14.1% | -33.6% | +47.7% | +16.0% |
| 3M | +4.1% | -44.2% | +48.2% | +6.5% |
| 6M | +10.1% | -66.8% | +76.9% | +14.9% |
| YTD | -4.9% | -50.6% | +45.8% | -4.9% |
| 1Y | +10.9% | -57.8% | +68.7% | +12.6% |
| All | +10.9% | -55.1% | +66.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling