+65.7%
CFG vs URA
+32.3%
+33.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +2.8% | -14.8% | +17.6% | +6.3% |
| 3M | -10.1% | -25.3% | +15.2% | -4.7% |
| 6M | +3.2% | -39.9% | +43.1% | +14.2% |
| YTD | +14.2% | -22.4% | +36.6% | +17.5% |
| 1Y | +27.4% | -29.0% | +56.4% | +33.5% |
| 3Y | +187.6% | +41.0% | +146.6% | +137.0% |
| 5Y | +65.7% | +38.3% | +27.4% | +32.3% |
| All | +65.7% | +32.3% | +33.4% | +32.3% |
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 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