+38.4%
CP vs URA
+35.4%
+3.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +2.1% | -1.5% | +3.7% | +2.3% |
| 30D | +9.3% | -10.4% | +19.7% | +10.8% |
| 3M | +0.5% | -29.6% | +30.1% | +5.4% |
| 6M | +10.4% | -40.3% | +50.7% | +18.5% |
| YTD | +28.7% | -25.5% | +54.2% | +31.0% |
| 1Y | +33.2% | -26.4% | +59.6% | +35.5% |
| 3Y | +38.4% | +31.4% | +7.0% | +19.1% |
| All | +38.4% | +35.4% | +3.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling