+644.6%
CMS vs UUUU
-92.0%
+736.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +0.4% | -1.4% | +1.7% | +0.4% |
| 30D | -3.6% | +16.3% | -19.9% | -4.0% |
| 3M | -1.9% | -16.7% | +14.8% | -1.7% |
| 6M | -11.0% | -33.7% | +22.7% | -10.4% |
| YTD | +0.2% | -0.5% | +0.7% | -0.5% |
| 1Y | -1.3% | +28.9% | -30.2% | -3.1% |
| 3Y | +35.9% | +99.9% | -63.9% | +30.4% |
| 5Y | +23.1% | +135.3% | -112.2% | +16.0% |
| 10Y | +117.9% | +518.4% | -400.5% | +92.2% |
| All | +644.6% | -92.0% | +736.6% | +551.2% |
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