+13.4%
CNH vs UUUU
+125.2%
-111.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | +1.8% | 0.0% | +1.6% |
| 30D | +32.6% | +1.8% | +30.8% | +31.9% |
| 3M | +29.4% | +1.3% | +28.2% | +28.2% |
| 6M | +26.0% | -26.8% | +52.8% | +29.6% |
| YTD | +52.2% | +0.1% | +52.1% | +46.5% |
| 1Y | +23.9% | +11.2% | +12.6% | +13.1% |
| 3Y | +10.1% | +97.7% | -87.6% | -16.4% |
| All | +13.4% | +125.2% | -111.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling