+105.5%
CB vs URI
+178.2%
-72.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.4% | +0.3% |
| 7D | +2.6% | -12.9% | +15.5% | +4.4% |
| 30D | +11.2% | -3.4% | +14.6% | +11.6% |
| 3M | +5.7% | -10.0% | +15.8% | +7.0% |
| 6M | +15.9% | +12.2% | +3.7% | +13.3% |
| YTD | +20.2% | +29.8% | -9.6% | +13.9% |
| 1Y | +32.4% | +24.6% | +7.8% | +26.2% |
| 3Y | +75.5% | +137.6% | -62.1% | +41.0% |
| 5Y | +105.5% | +176.6% | -71.1% | +62.3% |
| All | +105.5% | +178.2% | -72.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 5y: compounded portfolio wealth divided by compounded URI 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…
5y analysis · Full analysis span regression · 6 months rolling