+280.5%
CG vs URA
-10.0%
+290.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | -18.2% | -25.1% | +6.9% | -9.5% |
| 6M | -20.7% | -44.5% | +23.8% | -2.7% |
| YTD | -31.4% | -24.3% | -7.1% | -27.0% |
| 1Y | -22.3% | -28.1% | +5.9% | -15.9% |
| 3Y | +50.2% | +40.7% | +9.5% | +17.7% |
| 5Y | -22.1% | +35.5% | -57.5% | -40.3% |
| 10Y | +295.5% | +281.2% | +14.4% | +80.5% |
| All | +280.5% | -10.0% | +290.5% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling