+34.8%
CP vs UUUU
+111.0%
-76.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +5.0% | -0.9% |
| 7D | -2.7% | -5.0% | +2.3% | -2.3% |
| 30D | -3.4% | -7.8% | +4.4% | -2.9% |
| 3M | -0.6% | -0.4% | -0.2% | -1.1% |
| 6M | +6.3% | -32.9% | +39.2% | +8.5% |
| YTD | +21.2% | -6.3% | +27.4% | +18.6% |
| 1Y | +20.0% | +7.9% | +12.1% | +14.2% |
| 3Y | +18.7% | +85.2% | -66.5% | +2.1% |
| 5Y | +34.8% | +97.0% | -62.2% | +12.1% |
| All | +34.8% | +111.0% | -76.2% | +12.1% |
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