+1,808.3%
CB vs URI
+7,134.6%
-5,326.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | +0.5% | -2.0% | +2.5% | +0.9% |
| 30D | -3.1% | -12.9% | +9.8% | -0.3% |
| 3M | +9.0% | -6.7% | +15.7% | +10.0% |
| 6M | +2.9% | +19.0% | -16.1% | -2.2% |
| YTD | +10.1% | +25.5% | -15.4% | +3.0% |
| 1Y | +22.8% | +5.5% | +17.3% | +18.8% |
| 3Y | +73.8% | +111.3% | -37.5% | +40.0% |
| 5Y | +99.2% | +198.6% | -99.4% | +45.1% |
| 10Y | +218.2% | +1,179.9% | -961.7% | +58.4% |
| All | +1,808.3% | +7,134.6% | -5,326.2% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling