+237.6%
CFG vs URA
+278.3%
-40.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.3% |
| 7D | -0.9% | -4.1% | +3.2% | +0.4% |
| 30D | +1.1% | -19.0% | +20.1% | +7.8% |
| 3M | -12.0% | -25.1% | +13.1% | -4.4% |
| 6M | -2.2% | -44.5% | +42.3% | +16.0% |
| YTD | +11.4% | -24.3% | +35.7% | +16.7% |
| 1Y | +27.8% | -28.1% | +56.0% | +35.6% |
| 3Y | +173.3% | +40.7% | +132.6% | +109.0% |
| 5Y | +62.4% | +35.5% | +27.0% | +19.6% |
| All | +237.6% | +278.3% | -40.7% | +37.3% |
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