+949.1%
CP vs UUUU
-92.0%
+1,041.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | +0.2% | +16.3% | -16.2% | -1.1% |
| 3M | +2.6% | -16.7% | +19.3% | +3.4% |
| 6M | +6.0% | -33.7% | +39.6% | +8.1% |
| YTD | +24.9% | -0.5% | +25.4% | +22.4% |
| 1Y | +20.1% | +28.9% | -8.7% | +14.1% |
| 3Y | +16.4% | +99.9% | -83.5% | +3.9% |
| 5Y | +31.7% | +135.3% | -103.5% | +12.5% |
| 10Y | +223.9% | +518.4% | -294.5% | +136.4% |
| All | +949.1% | -92.0% | +1,041.1% | +656.0% |
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