+221.2%
CP vs URA
+356.0%
-134.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +0.2% | +7.4% | -7.2% | -1.7% |
| 3M | +2.6% | -8.4% | +11.0% | +4.0% |
| 6M | +6.0% | -12.7% | +18.7% | +7.9% |
| YTD | +24.9% | +7.8% | +17.1% | +19.1% |
| 1Y | +20.1% | +19.5% | +0.7% | +9.7% |
| 3Y | +16.4% | +116.4% | -100.0% | -13.8% |
| 5Y | +31.7% | +134.3% | -102.5% | -10.6% |
| All | +221.2% | +356.0% | -134.8% | +45.2% |
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