+738.8%
CP vs URA
-53.7%
+792.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.8% |
| 7D | +6.1% | -13.3% | +19.4% | +10.2% |
| 30D | +9.8% | -25.9% | +35.6% | +18.8% |
| 3M | +2.7% | -27.8% | +30.5% | +11.7% |
| 6M | +12.8% | -42.8% | +55.6% | +29.5% |
| YTD | +28.2% | -27.5% | +55.7% | +34.7% |
| 1Y | +34.1% | -35.1% | +69.3% | +45.1% |
| 3Y | +28.9% | +31.1% | -2.2% | +6.4% |
| 5Y | +27.1% | +29.8% | -2.7% | +0.5% |
| 10Y | +264.8% | +265.1% | -0.3% | +76.7% |
| All | +738.8% | -53.7% | +792.5% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling