+173.3%
CFG vs URA
+36.0%
+137.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.6% |
| 7D | -0.9% | -4.1% | +3.2% | -0.3% |
| 30D | +1.1% | -19.0% | +20.1% | +4.2% |
| 3M | -12.0% | -25.1% | +13.1% | -8.4% |
| 6M | -2.2% | -44.5% | +42.3% | +6.4% |
| YTD | +11.4% | -24.3% | +35.7% | +14.5% |
| 1Y | +27.8% | -28.1% | +56.0% | +32.1% |
| 3Y | +173.3% | +40.7% | +132.6% | +152.3% |
| All | +173.3% | +36.0% | +137.3% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling