+2,216.8%
CRM vs UUUU
-92.5%
+2,309.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | 0.0% |
| 7D | -8.1% | -5.0% | -3.1% | -7.8% |
| 30D | +23.1% | -7.8% | +30.8% | +23.6% |
| 3M | +42.5% | -0.4% | +43.0% | +41.8% |
| 6M | +25.3% | -32.9% | +58.2% | +27.5% |
| YTD | -7.8% | -6.3% | -1.5% | -9.6% |
| 1Y | +1.0% | +7.9% | -6.9% | -3.2% |
| 3Y | +10.0% | +85.2% | -75.2% | -2.3% |
| 5Y | -3.9% | +97.0% | -100.9% | -17.0% |
| 10Y | +233.2% | +492.6% | -259.4% | +147.0% |
| All | +2,216.8% | -92.5% | +2,309.3% | +1,691.4% |
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