+2,036.7%
CI vs URI
+7,377.6%
-5,340.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.8% | +0.1% |
| 7D | +1.0% | -12.9% | +14.0% | +3.8% |
| 30D | +9.9% | -3.4% | +13.3% | +10.4% |
| 3M | +12.1% | -10.0% | +22.1% | +14.0% |
| 6M | +10.6% | +12.2% | -1.6% | +7.0% |
| YTD | +11.4% | +29.8% | -18.4% | +3.5% |
| 1Y | +18.8% | +24.6% | -5.8% | +11.2% |
| 3Y | +2.9% | +137.6% | -134.7% | -18.7% |
| 5Y | +54.5% | +176.6% | -122.1% | +15.0% |
| 10Y | +175.7% | +1,402.6% | -1,226.8% | +36.4% |
| All | +2,036.7% | +7,377.6% | -5,340.9% | +502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling