+42.5%
CI vs URI
+200.7%
-158.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | +1.3% | -2.0% | +3.3% | +1.5% |
| 30D | +4.4% | -12.9% | +17.4% | +5.8% |
| 3M | +0.7% | -6.7% | +7.4% | +1.1% |
| 6M | +0.3% | +19.0% | -18.6% | -2.2% |
| YTD | +3.8% | +25.5% | -21.7% | +0.4% |
| 1Y | -5.5% | +5.5% | -11.0% | -7.1% |
| 3Y | +8.1% | +111.3% | -103.2% | -5.3% |
| All | +42.5% | +200.7% | -158.1% | +12.8% |
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