+320.3%
CFG vs URA
+66.5%
+253.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.1% | -1.5% |
| 7D | -2.2% | -13.3% | +11.1% | +2.3% |
| 30D | +0.4% | -25.9% | +26.3% | +10.1% |
| 3M | -12.6% | -27.8% | +15.2% | -3.9% |
| 6M | +0.6% | -42.8% | +43.5% | +18.0% |
| YTD | +12.4% | -27.5% | +39.9% | +19.5% |
| 1Y | +27.7% | -35.1% | +62.8% | +40.3% |
| 3Y | +172.4% | +31.1% | +141.3% | +116.1% |
| 5Y | +64.0% | +29.8% | +34.2% | +23.9% |
| 10Y | +252.8% | +265.1% | -12.3% | +45.5% |
| All | +320.3% | +66.5% | +253.8% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling