+150.9%
CI vs URA
+277.9%
-127.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | -1.3% | +2.9% | -4.2% | -1.8% |
| 30D | +6.4% | -10.8% | +17.2% | +7.9% |
| 3M | +10.7% | -25.5% | +36.2% | +14.9% |
| 6M | +5.5% | -41.2% | +46.7% | +13.0% |
| YTD | +11.4% | -21.3% | +32.7% | +12.3% |
| 1Y | +15.0% | -25.7% | +40.7% | +16.9% |
| 3Y | +9.0% | +43.1% | -34.1% | -7.6% |
| 5Y | +52.0% | +35.6% | +16.4% | +26.5% |
| 10Y | +150.9% | +281.3% | -130.4% | +29.6% |
| All | +150.9% | +277.9% | -127.0% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling