+54.5%
CI vs URI
+178.2%
-123.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.8% | -0.7% |
| 7D | +1.0% | -12.9% | +14.0% | +2.2% |
| 30D | +9.9% | -3.4% | +13.3% | +10.1% |
| 3M | +12.1% | -10.0% | +22.1% | +12.9% |
| 6M | +10.6% | +12.2% | -1.6% | +8.8% |
| YTD | +11.4% | +29.8% | -18.4% | +7.4% |
| 1Y | +18.8% | +24.6% | -5.8% | +15.0% |
| 3Y | +2.9% | +137.6% | -134.7% | -10.7% |
| 5Y | +54.5% | +176.6% | -122.1% | +36.4% |
| All | +54.5% | +178.2% | -123.7% | +36.4% |
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