+271.0%
CG vs URA
+272.2%
-1.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -2.8% |
| 7D | -1.5% | +4.5% | -6.0% | -3.1% |
| 30D | +5.7% | -13.4% | +19.1% | +11.4% |
| 3M | -17.9% | -28.4% | +10.5% | -7.3% |
| 6M | -20.2% | -40.5% | +20.3% | -4.2% |
| YTD | -32.0% | -24.3% | -7.7% | -27.7% |
| 1Y | -27.0% | -28.8% | +1.8% | -20.7% |
| 3Y | +42.8% | +37.6% | +5.1% | +11.2% |
| 5Y | -23.4% | +30.7% | -54.1% | -41.6% |
| All | +271.0% | +272.2% | -1.3% | +42.4% |
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