+801.1%
CI vs URA
-53.7%
+854.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.4% |
| 7D | +1.0% | -13.3% | +14.3% | +3.5% |
| 30D | +9.9% | -25.9% | +35.8% | +15.5% |
| 3M | +12.1% | -27.8% | +39.8% | +17.9% |
| 6M | +10.6% | -42.8% | +53.5% | +20.5% |
| YTD | +11.4% | -27.5% | +38.9% | +14.5% |
| 1Y | +18.8% | -35.1% | +53.9% | +24.3% |
| 3Y | +2.9% | +31.1% | -28.2% | -11.8% |
| 5Y | +54.5% | +29.8% | +24.8% | +28.2% |
| 10Y | +175.7% | +265.1% | -89.4% | +57.7% |
| All | +801.1% | -53.7% | +854.8% | +712.3% |
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