+105.2%
CNH vs UUUU
+370.7%
-265.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +3.0% | -1.1% | +4.1% | +3.3% |
| 30D | -0.6% | -21.0% | +20.4% | +2.7% |
| 3M | +14.6% | -54.8% | +69.4% | +27.5% |
| 6M | +11.8% | -67.3% | +79.1% | +29.2% |
| YTD | +30.4% | -54.7% | +85.1% | +40.3% |
| 1Y | +19.1% | -57.4% | +76.5% | +28.4% |
| 3Y | +30.2% | -19.6% | +49.8% | +17.1% |
| 5Y | -17.8% | -40.0% | +22.2% | -27.0% |
| All | +105.2% | +370.7% | -265.5% | +24.9% |
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 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