+2,762.9%
CMG vs UUUU
-92.5%
+2,855.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.6% |
| 7D | -3.8% | -5.0% | +1.2% | -3.6% |
| 30D | +12.9% | -7.8% | +20.7% | +13.2% |
| 3M | +18.8% | -0.4% | +19.2% | +18.5% |
| 6M | +4.1% | -32.9% | +37.0% | +5.3% |
| YTD | -2.4% | -6.3% | +3.9% | -3.2% |
| 1Y | -6.7% | +7.9% | -14.6% | -8.8% |
| 3Y | -7.1% | +85.2% | -92.3% | -13.2% |
| 5Y | -5.0% | +97.0% | -101.9% | -12.7% |
| 10Y | +323.5% | +492.6% | -169.1% | +262.1% |
| All | +2,762.9% | -92.5% | +2,855.4% | +2,487.7% |
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