+471.5%
CF vs URA
+266.3%
+205.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +4.8% | -1.5% | +6.3% | +5.0% |
| 30D | +4.7% | -10.4% | +15.1% | +7.3% |
| 3M | +7.4% | -29.6% | +37.1% | +17.0% |
| 6M | +0.6% | -40.3% | +40.9% | +13.6% |
| YTD | +64.1% | -25.5% | +89.6% | +66.6% |
| 1Y | +51.4% | -26.4% | +77.8% | +53.6% |
| 3Y | +67.8% | +31.4% | +36.4% | +26.2% |
| 5Y | +114.1% | +28.6% | +85.5% | +54.5% |
| All | +471.5% | +266.3% | +205.2% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling