+247.9%
CB vs URA
+272.2%
-24.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.8% |
| 7D | 0.0% | +4.5% | -4.4% | -0.5% |
| 30D | +7.4% | -13.4% | +20.8% | +8.9% |
| 3M | +8.6% | -28.4% | +37.0% | +12.3% |
| 6M | +16.1% | -40.5% | +56.6% | +22.4% |
| YTD | +20.2% | -24.3% | +44.5% | +20.9% |
| 1Y | +27.2% | -28.8% | +56.0% | +28.9% |
| 3Y | +72.7% | +37.6% | +35.1% | +50.4% |
| 5Y | +105.9% | +30.7% | +75.2% | +76.2% |
| All | +247.9% | +272.2% | -24.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling