+305.9%
CG vs URA
+289.1%
+16.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +4.1% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +8.5% | -14.8% | +23.3% | +15.0% |
| 3M | -12.1% | -25.3% | +13.2% | -2.5% |
| 6M | -16.4% | -39.9% | +23.5% | -0.2% |
| YTD | -28.0% | -22.4% | -5.5% | -24.1% |
| 1Y | -18.9% | -29.0% | +10.1% | -11.8% |
| 3Y | +51.2% | +41.0% | +10.3% | +16.8% |
| 5Y | -15.9% | +38.3% | -54.2% | -37.2% |
| 10Y | +305.9% | +276.1% | +29.9% | +62.0% |
| All | +305.9% | +289.1% | +16.9% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling