+68.0%
CNH vs UUUU
+70.2%
-2.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +23.3% | -1.4% | +24.7% | +23.5% |
| 30D | +33.5% | +16.3% | +17.1% | +30.2% |
| 3M | +32.7% | -16.7% | +49.4% | +35.0% |
| 6M | +22.2% | -33.7% | +55.8% | +27.5% |
| YTD | +57.7% | -0.5% | +58.2% | +52.3% |
| 1Y | +28.0% | +28.9% | -0.9% | +15.4% |
| 3Y | +11.5% | +99.9% | -88.3% | -11.8% |
| 5Y | +11.9% | +135.3% | -123.4% | -18.3% |
| 10Y | +162.8% | +518.4% | -355.6% | +40.2% |
| All | +68.0% | +70.2% | -2.3% | -2.5% |
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