-21.5%
CG vs URA
+25.6%
-47.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.8% |
| 30D | +11.2% | -10.4% | +21.6% | +15.6% |
| 3M | -22.1% | -29.6% | +7.5% | -11.6% |
| 6M | -17.9% | -40.3% | +22.3% | -1.7% |
| YTD | -31.3% | -25.5% | -5.8% | -26.9% |
| 1Y | -24.0% | -26.4% | +2.5% | -19.0% |
| 3Y | +45.0% | +31.4% | +13.5% | +10.6% |
| All | -21.5% | +25.6% | -47.1% | -44.3% |
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