-41.6%
CPB vs UUUU
+79.1%
-120.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.2% |
| 7D | -1.8% | -10.5% | +8.7% | -2.0% |
| 30D | -7.1% | -10.5% | +3.4% | -7.3% |
| 3M | -6.0% | -14.1% | +8.1% | -6.2% |
| 6M | -5.3% | -35.5% | +30.2% | -5.8% |
| YTD | -20.8% | -10.9% | -9.9% | -20.7% |
| 1Y | -33.8% | +3.4% | -37.2% | -33.5% |
| 3Y | -43.7% | +73.1% | -116.9% | -42.6% |
| All | -41.6% | +79.1% | -120.8% | -40.8% |
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