+51.4%
CF vs URA
-29.3%
+80.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | -0.1% |
| 7D | +4.8% | -1.5% | +6.3% | +4.6% |
| 30D | +4.7% | -10.4% | +15.1% | +3.4% |
| 3M | +7.4% | -29.6% | +37.1% | +3.3% |
| 6M | +0.6% | -40.3% | +40.9% | -3.6% |
| YTD | +64.1% | -25.5% | +89.6% | +54.2% |
| 1Y | +51.4% | -26.4% | +77.8% | +42.4% |
| All | +51.4% | -29.3% | +80.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling