+74.9%
CB vs URA
+30.2%
+44.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.9% |
| 7D | +2.6% | -13.3% | +15.9% | +2.0% |
| 30D | +11.2% | -25.9% | +37.1% | +9.9% |
| 3M | +5.7% | -27.8% | +33.5% | +4.5% |
| 6M | +15.9% | -42.8% | +58.8% | +14.3% |
| YTD | +20.2% | -27.5% | +47.7% | +18.3% |
| 1Y | +32.4% | -35.1% | +67.5% | +30.5% |
| All | +74.9% | +30.2% | +44.6% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling