+3.2%
CPB vs UUUU
-91.9%
+95.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.8% |
| 7D | -8.2% | +2.8% | -11.0% | -8.2% |
| 30D | -5.6% | +3.4% | -9.0% | -5.6% |
| 3M | +3.0% | -3.9% | +6.8% | +2.9% |
| 6M | -12.7% | -23.2% | +10.5% | -12.6% |
| YTD | -18.0% | +0.6% | -18.5% | -18.3% |
| 1Y | -31.7% | +22.9% | -54.6% | -32.3% |
| 3Y | -41.0% | +98.6% | -139.6% | -42.1% |
| 5Y | -38.4% | +130.2% | -168.6% | -40.3% |
| 10Y | -45.0% | +519.5% | -564.4% | -48.6% |
| All | +3.2% | -91.9% | +95.1% | -4.1% |
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 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