+250.7%
CP vs URA
+289.1%
-38.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | +11.0% | -14.8% | +25.8% | +14.9% |
| 3M | +3.8% | -25.3% | +29.2% | +10.6% |
| 6M | +9.5% | -39.9% | +49.4% | +22.0% |
| YTD | +28.2% | -22.4% | +50.6% | +31.5% |
| 1Y | +33.0% | -29.0% | +61.9% | +39.1% |
| 3Y | +35.5% | +41.0% | -5.4% | +11.8% |
| 5Y | +25.8% | +38.3% | -12.5% | +0.3% |
| 10Y | +250.7% | +276.1% | -25.3% | +61.9% |
| All | +250.7% | +289.1% | -38.3% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling