-25.6%
CG vs URA
+17.2%
-42.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -4.3% | +1.1% | -5.4% | -4.6% |
| 30D | -5.1% | +7.4% | -12.5% | -6.8% |
| 3M | +8.7% | -8.4% | +17.1% | +10.1% |
| 6M | -9.2% | -12.7% | +3.5% | -7.8% |
| YTD | -18.9% | +7.8% | -26.7% | -22.3% |
| 1Y | -25.6% | +19.5% | -45.1% | -29.5% |
| All | -25.6% | +17.2% | -42.9% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling