+35.2%
CMS vs UUUU
+99.2%
-64.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +1.2% |
| 30D | -3.2% | +3.4% | -6.5% | -3.1% |
| 3M | -2.2% | -3.9% | +1.7% | -2.1% |
| 6M | -9.4% | -23.2% | +13.7% | -9.2% |
| YTD | +0.7% | +0.6% | +0.1% | +0.7% |
| 1Y | +0.4% | +22.9% | -22.5% | +0.3% |
| 3Y | +35.2% | +98.6% | -63.5% | +34.9% |
| All | +35.2% | +99.2% | -64.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling