+9.6%
CI vs URA
+41.9%
-32.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +3.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +7.3% | -14.8% | +22.1% | +6.9% |
| 3M | +9.5% | -25.3% | +34.8% | +8.8% |
| 6M | +6.4% | -39.9% | +46.4% | +5.6% |
| YTD | +12.0% | -22.4% | +34.4% | +11.6% |
| 1Y | +20.1% | -29.0% | +49.1% | +19.5% |
| 3Y | +9.6% | +41.0% | -31.4% | +1.7% |
| All | +9.6% | +41.9% | -32.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling