+26.8%
CP vs URA
+37.5%
-10.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | +9.6% | -10.8% | +20.5% | +11.7% |
| 3M | +2.2% | -25.5% | +27.8% | +7.5% |
| 6M | +11.1% | -41.2% | +52.3% | +21.7% |
| YTD | +28.2% | -21.3% | +49.4% | +30.2% |
| 1Y | +32.2% | -25.7% | +57.9% | +35.6% |
| 3Y | +35.5% | +43.1% | -7.5% | +14.0% |
| 5Y | +26.8% | +35.6% | -8.8% | +6.6% |
| All | +26.8% | +37.5% | -10.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling