+122.4%
CF vs URA
+27.0%
+95.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.3% | +11.4% | +6.9% |
| 7D | +0.4% | -13.3% | +13.7% | +2.3% |
| 30D | +2.2% | -25.9% | +28.1% | +6.5% |
| 3M | +2.1% | -27.8% | +29.9% | +6.4% |
| 6M | -6.5% | -42.8% | +36.3% | +0.7% |
| YTD | +55.6% | -27.5% | +83.1% | +56.4% |
| 1Y | +42.3% | -35.1% | +77.4% | +46.4% |
| 3Y | +55.7% | +31.1% | +24.7% | +25.1% |
| 5Y | +122.4% | +29.8% | +92.7% | +76.8% |
| All | +122.4% | +27.0% | +95.5% | +76.8% |
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