+142.8%
CI vs URA
+266.3%
-123.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | +1.2% | -1.5% | +2.7% | +1.3% |
| 30D | +2.6% | -10.4% | +13.0% | +4.0% |
| 3M | +7.4% | -29.6% | +37.1% | +12.5% |
| 6M | -0.1% | -40.3% | +40.2% | +6.7% |
| YTD | +9.7% | -25.5% | +35.2% | +11.6% |
| 1Y | +12.1% | -26.4% | +38.5% | +13.9% |
| 3Y | +7.0% | +31.4% | -24.4% | -7.9% |
| 5Y | +49.7% | +28.6% | +21.1% | +25.5% |
| All | +142.8% | +266.3% | -123.5% | +22.5% |
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