-18.9%
CG vs URA
-30.3%
+11.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +4.4% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +8.5% | -14.8% | +23.3% | +12.7% |
| 3M | -12.1% | -25.3% | +13.2% | -6.0% |
| 6M | -16.4% | -39.9% | +23.5% | -6.4% |
| YTD | -28.0% | -22.4% | -5.5% | -27.4% |
| 1Y | -18.9% | -29.0% | +10.1% | -16.0% |
| All | -18.9% | -30.3% | +11.4% | -16.0% |
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