+362.4%
CFG vs URA
+147.6%
+214.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.5% | +1.1% | +0.5% | +1.2% |
| 30D | -3.8% | +7.4% | -11.2% | -6.3% |
| 3M | +11.5% | -8.4% | +19.9% | +13.4% |
| 6M | +19.2% | -12.7% | +31.9% | +22.0% |
| YTD | +23.7% | +7.8% | +15.9% | +16.5% |
| 1Y | +38.8% | +19.5% | +19.4% | +23.7% |
| 3Y | +178.9% | +116.4% | +62.5% | +87.2% |
| 5Y | +101.8% | +134.3% | -32.5% | +21.4% |
| 10Y | +317.3% | +359.3% | -42.0% | +60.6% |
| All | +362.4% | +147.6% | +214.8% | +95.5% |
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