+976.3%
CP vs UUUU
-96.2%
+1,072.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 3M | +2.2% | -53.1% | +55.3% | +7.6% |
| 6M | +11.1% | -68.6% | +79.7% | +19.7% |
| YTD | +28.2% | -52.3% | +80.5% | +32.1% |
| 1Y | +32.2% | -55.8% | +88.0% | +36.6% |
| 3Y | +35.5% | -12.3% | +47.8% | +28.3% |
| 5Y | +26.8% | -36.9% | +63.7% | +19.5% |
| 10Y | +256.9% | +388.0% | -131.1% | +166.3% |
| All | +976.3% | -96.2% | +1,072.5% | +715.8% |
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 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