+142.2%
CI vs URI
+1,189.9%
-1,047.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -1.7% | +9.3% | -11.1% | -3.8% |
| 30D | +4.9% | +7.6% | -2.7% | +2.8% |
| 3M | +7.4% | +1.0% | +6.3% | +6.6% |
| 6M | +0.4% | +19.8% | -19.5% | -5.0% |
| YTD | +9.5% | +41.9% | -32.4% | -1.9% |
| 1Y | +12.0% | +33.4% | -21.4% | +1.8% |
| 3Y | +7.1% | +156.0% | -148.9% | -22.5% |
| 5Y | +49.3% | +209.5% | -160.2% | -2.4% |
| All | +142.2% | +1,189.9% | -1,047.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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