+26.8%
CP vs UUUU
-34.9%
+61.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | -0.7% | -3.5% | +2.8% | -0.5% |
| 30D | +9.6% | -28.3% | +37.9% | +12.3% |
| 3M | +2.2% | -53.1% | +55.3% | +8.1% |
| 6M | +11.1% | -68.6% | +79.7% | +20.9% |
| YTD | +28.2% | -52.3% | +80.5% | +31.7% |
| 1Y | +32.2% | -55.8% | +88.0% | +36.2% |
| 3Y | +35.5% | -12.3% | +47.8% | +22.5% |
| 5Y | +26.8% | -36.9% | +63.7% | +16.8% |
| All | +26.8% | -34.9% | +61.6% | +16.8% |
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