+665.1%
CMS vs UUUU
-96.3%
+761.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +0.5% |
| 7D | +0.5% | -6.9% | +7.4% | +0.6% |
| 30D | +7.4% | -32.3% | +39.7% | +8.4% |
| 3M | +1.9% | -52.8% | +54.7% | +3.6% |
| 6M | -2.3% | -68.5% | +66.1% | +0.2% |
| YTD | +3.0% | -53.6% | +56.6% | +4.1% |
| 1Y | -2.8% | -59.1% | +56.3% | -1.5% |
| 3Y | +37.9% | -14.7% | +52.6% | +35.2% |
| 5Y | +34.0% | -35.4% | +69.4% | +30.7% |
| 10Y | +138.1% | +378.0% | -239.9% | +111.5% |
| All | +665.1% | -96.3% | +761.4% | +581.4% |
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