+33.7%
CFG vs URA
-32.2%
+65.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | +1.8% | -10.5% | +12.3% | +3.4% |
| 30D | +3.3% | -18.6% | +21.9% | +6.4% |
| 3M | -9.8% | -23.0% | +13.2% | -6.6% |
| 6M | +5.2% | -40.3% | +45.5% | +13.7% |
| YTD | +16.1% | -23.5% | +39.6% | +18.1% |
| 1Y | +33.7% | -31.1% | +64.8% | +39.0% |
| All | +33.7% | -32.2% | +65.8% | +39.0% |
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