+722.9%
CB vs URA
-53.7%
+776.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.1% |
| 7D | +2.6% | -13.3% | +15.9% | +4.7% |
| 30D | +11.2% | -25.9% | +37.1% | +16.1% |
| 3M | +5.7% | -27.8% | +33.5% | +10.5% |
| 6M | +15.9% | -42.8% | +58.8% | +24.8% |
| YTD | +20.2% | -27.5% | +47.7% | +22.5% |
| 1Y | +32.4% | -35.1% | +67.5% | +37.3% |
| 3Y | +75.5% | +31.1% | +44.4% | +52.5% |
| 5Y | +105.5% | +29.8% | +75.7% | +72.9% |
| 10Y | +258.5% | +265.1% | -6.6% | +113.9% |
| All | +722.9% | -53.7% | +776.6% | +606.5% |
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