+60.4%
CF vs URA
+30.2%
+30.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.4% | +6.2% |
| 7D | +0.4% | -13.3% | +13.7% | +0.5% |
| 30D | +2.2% | -25.9% | +28.1% | +2.6% |
| 3M | +2.1% | -27.8% | +29.9% | +2.5% |
| 6M | -6.5% | -42.8% | +36.3% | -5.1% |
| YTD | +55.6% | -27.5% | +83.1% | +53.2% |
| 1Y | +42.3% | -35.1% | +77.4% | +41.8% |
| All | +60.4% | +30.2% | +30.1% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling