+4,577.2%
CNC vs URI
+4,335.6%
+241.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +3.5% | -2.0% | +5.5% | +3.9% |
| 30D | +0.1% | -12.9% | +13.0% | +2.8% |
| 3M | +6.9% | -6.7% | +13.7% | +8.0% |
| 6M | +49.0% | +19.0% | +30.0% | +42.5% |
| YTD | +62.9% | +25.5% | +37.4% | +53.0% |
| 1Y | +134.0% | +5.5% | +128.5% | +127.7% |
| 3Y | +9.4% | +111.3% | -101.9% | -11.6% |
| 5Y | +4.1% | +198.6% | -194.4% | -24.1% |
| 10Y | +95.4% | +1,179.9% | -1,084.5% | -2.7% |
| All | +4,577.2% | +4,335.6% | +241.6% | +1,219.6% |
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