+117.7%
CMS vs UUUU
+495.2%
-377.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.5% |
| 7D | -1.3% | -5.0% | +3.7% | -1.2% |
| 30D | -2.8% | -7.8% | +5.0% | -2.6% |
| 3M | -7.1% | -0.4% | -6.7% | -7.3% |
| 6M | -10.0% | -32.9% | +22.8% | -9.4% |
| YTD | -0.9% | -6.3% | +5.3% | -1.6% |
| 1Y | -2.0% | +7.9% | -9.9% | -3.6% |
| 3Y | +33.0% | +85.2% | -52.2% | +26.7% |
| 5Y | +24.3% | +97.0% | -72.7% | +15.9% |
| All | +117.7% | +495.2% | -377.5% | +76.6% |
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