+322.0%
CMG vs UUUU
+465.5%
-143.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.7% |
| 7D | -2.1% | -10.5% | +8.4% | -1.0% |
| 30D | +10.9% | -10.5% | +21.4% | +11.9% |
| 3M | +15.8% | -14.1% | +30.0% | +16.9% |
| 6M | +6.9% | -35.5% | +42.4% | +10.0% |
| YTD | -2.2% | -10.9% | +8.8% | -3.9% |
| 1Y | -7.1% | +3.4% | -10.4% | -12.0% |
| 3Y | -7.1% | +73.1% | -80.3% | -21.0% |
| 5Y | -4.8% | +87.1% | -91.9% | -23.1% |
| All | +322.0% | +465.5% | -143.5% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling