+152.5%
CNH vs UUUU
+495.2%
-342.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -2.0% |
| 7D | -2.5% | -5.0% | +2.6% | -1.8% |
| 30D | +27.0% | -7.8% | +34.8% | +28.1% |
| 3M | +32.6% | -0.4% | +33.1% | +31.7% |
| 6M | +23.6% | -32.9% | +56.5% | +28.7% |
| YTD | +47.8% | -6.3% | +54.1% | +44.0% |
| 1Y | +21.3% | +7.9% | +13.3% | +12.4% |
| 3Y | +7.0% | +85.2% | -78.2% | -14.5% |
| 5Y | +10.2% | +97.0% | -86.8% | -17.3% |
| All | +152.5% | +495.2% | -342.7% | +36.0% |
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