+11.8%
CG vs URA
+128.0%
-116.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -4.3% | +1.1% | -5.4% | -4.7% |
| 30D | -5.1% | +7.4% | -12.5% | -7.8% |
| 3M | +8.7% | -8.4% | +17.1% | +11.2% |
| 6M | -9.2% | -12.7% | +3.5% | -6.5% |
| YTD | -18.9% | +7.8% | -26.7% | -24.2% |
| 1Y | -25.6% | +19.5% | -45.1% | -34.7% |
| 3Y | +57.3% | +116.4% | -59.1% | +1.6% |
| All | +11.8% | +128.0% | -116.2% | -31.8% |
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