+158.7%
CI vs URA
+278.3%
-119.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.2% |
| 7D | -1.6% | -4.1% | +2.6% | -1.0% |
| 30D | +5.4% | -19.0% | +24.4% | +8.4% |
| 3M | +7.3% | -25.1% | +32.4% | +11.3% |
| 6M | +5.3% | -44.5% | +49.8% | +13.8% |
| YTD | +8.5% | -24.3% | +32.8% | +10.1% |
| 1Y | +17.1% | -28.1% | +45.2% | +19.5% |
| 3Y | +1.4% | +40.7% | -39.3% | -14.0% |
| 5Y | +50.5% | +35.5% | +15.0% | +24.6% |
| All | +158.7% | +278.3% | -119.5% | +40.2% |
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