+237.0%
CFG vs URA
+307.1%
-70.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.2% | +1.0% |
| 7D | +0.3% | +4.3% | -4.0% | -1.2% |
| 30D | +3.2% | -11.7% | +14.9% | +7.1% |
| 3M | -9.7% | -23.5% | +13.8% | -2.5% |
| 6M | +3.6% | -37.8% | +41.4% | +18.4% |
| YTD | +14.7% | -19.6% | +34.3% | +17.8% |
| 1Y | +29.6% | -24.8% | +54.3% | +35.5% |
| 3Y | +190.6% | +47.0% | +143.6% | +119.5% |
| 5Y | +67.1% | +35.4% | +31.7% | +24.3% |
| 10Y | +237.0% | +302.3% | -65.3% | +29.3% |
| All | +237.0% | +307.1% | -70.1% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling