-20.9%
CG vs URA
+33.4%
-54.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -2.3% |
| 7D | -1.2% | -4.1% | +2.9% | +0.3% |
| 30D | +5.0% | -19.0% | +24.0% | +13.4% |
| 3M | -18.2% | -25.1% | +6.9% | -9.4% |
| 6M | -20.7% | -44.5% | +23.8% | -2.4% |
| YTD | -31.4% | -24.3% | -7.1% | -27.5% |
| 1Y | -22.3% | -28.1% | +5.9% | -16.4% |
| 3Y | +50.2% | +40.7% | +9.5% | +10.8% |
| All | -20.9% | +33.4% | -54.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling