+51.2%
CI vs URI
+203.0%
-151.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +1.2% | +6.7% | -5.6% | +0.6% |
| 30D | +2.6% | +8.9% | -6.3% | +1.7% |
| 3M | +7.4% | +0.5% | +6.9% | +7.2% |
| 6M | -0.1% | +20.7% | -20.8% | -2.4% |
| YTD | +9.7% | +40.0% | -30.3% | +5.1% |
| 1Y | +12.1% | +34.4% | -22.3% | +7.8% |
| 3Y | +7.0% | +149.5% | -142.4% | -7.4% |
| All | +51.2% | +203.0% | -151.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling