+260.5%
CP vs UUUU
+370.7%
-110.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.4% |
| 7D | +2.1% | -1.1% | +3.2% | +2.2% |
| 30D | +9.3% | -21.0% | +30.3% | +11.4% |
| 3M | +0.5% | -54.8% | +55.3% | +7.3% |
| 6M | +10.4% | -67.3% | +77.8% | +20.7% |
| YTD | +28.7% | -54.7% | +83.4% | +33.8% |
| 1Y | +33.2% | -57.4% | +90.6% | +38.7% |
| 3Y | +38.4% | -19.6% | +58.1% | +28.5% |
| 5Y | +26.2% | -40.0% | +66.2% | +15.6% |
| All | +260.5% | +370.7% | -110.2% | +121.5% |
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 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