+1,085.0%
CNC vs URA
-31.1%
+1,116.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +3.5% | +1.1% | +2.5% | +3.3% |
| 30D | +0.1% | +7.4% | -7.3% | -1.5% |
| 3M | +6.9% | -8.4% | +15.3% | +8.0% |
| 6M | +49.0% | -12.7% | +61.7% | +50.3% |
| YTD | +62.9% | +7.8% | +55.1% | +55.6% |
| 1Y | +134.0% | +19.5% | +114.5% | +115.7% |
| 3Y | +9.4% | +116.4% | -107.0% | -16.9% |
| 5Y | +4.1% | +134.3% | -130.1% | -27.0% |
| 10Y | +95.4% | +359.3% | -263.9% | +0.7% |
| All | +1,085.0% | -31.1% | +1,116.1% | +962.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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