-14.1%
CG vs URA
-32.2%
+18.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.8% |
| 7D | +9.4% | -10.5% | +20.0% | +12.2% |
| 30D | +8.7% | -18.6% | +27.4% | +13.9% |
| 3M | -15.0% | -23.0% | +8.1% | -9.9% |
| 6M | -13.2% | -40.3% | +27.1% | -3.0% |
| YTD | -26.2% | -23.5% | -2.7% | -24.8% |
| 1Y | -14.1% | -31.1% | +17.0% | -10.0% |
| All | -14.1% | -32.2% | +18.1% | -10.0% |
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