+568.0%
CF vs URA
+278.3%
+289.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.5% |
| 7D | -3.2% | -4.1% | +0.9% | -2.2% |
| 30D | +4.3% | -19.0% | +23.3% | +10.1% |
| 3M | +2.8% | -25.1% | +27.9% | +10.1% |
| 6M | +0.6% | -44.5% | +45.1% | +16.4% |
| YTD | +56.6% | -24.3% | +80.9% | +58.6% |
| 1Y | +49.6% | -28.1% | +77.7% | +53.3% |
| 3Y | +61.5% | +40.7% | +20.8% | +18.2% |
| 5Y | +124.0% | +35.5% | +88.5% | +58.1% |
| All | +568.0% | +278.3% | +289.7% | +193.1% |
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