+50.2%
CG vs URA
+36.0%
+14.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -2.0% |
| 7D | -1.2% | -4.1% | +2.9% | 0.0% |
| 30D | +5.0% | -19.0% | +24.0% | +11.7% |
| 3M | -18.2% | -25.1% | +6.9% | -11.1% |
| 6M | -20.7% | -44.5% | +23.8% | -6.1% |
| YTD | -31.4% | -24.3% | -7.1% | -28.3% |
| 1Y | -22.3% | -28.1% | +5.9% | -17.5% |
| 3Y | +50.2% | +40.7% | +9.5% | +23.2% |
| All | +50.2% | +36.0% | +14.2% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling