+220.7%
CF vs URA
+128.0%
+92.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +6.0% | +1.1% | +4.9% | +5.8% |
| 30D | +14.8% | +7.4% | +7.5% | +13.3% |
| 3M | +14.1% | -8.4% | +22.4% | +15.1% |
| 6M | +28.5% | -12.7% | +41.2% | +29.3% |
| YTD | +74.9% | +7.8% | +67.2% | +66.7% |
| 1Y | +61.7% | +19.5% | +42.2% | +48.3% |
| 3Y | +80.3% | +116.4% | -36.1% | +34.2% |
| All | +220.7% | +128.0% | +92.8% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling