+654.1%
CB vs URA
-31.1%
+685.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -3.1% | +7.4% | -10.5% | -4.3% |
| 3M | +9.0% | -8.4% | +17.3% | +9.7% |
| 6M | +2.9% | -12.7% | +15.6% | +3.7% |
| YTD | +10.1% | +7.8% | +2.3% | +6.1% |
| 1Y | +22.8% | +19.5% | +3.3% | +14.8% |
| 3Y | +73.8% | +116.4% | -42.6% | +39.2% |
| 5Y | +99.2% | +134.3% | -35.1% | +49.4% |
| 10Y | +218.2% | +359.3% | -141.0% | +86.6% |
| All | +654.1% | -31.1% | +685.2% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling