-38.6%
CPB vs URA
+278.3%
-316.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.2% |
| 7D | +8.0% | -4.1% | +12.1% | +7.9% |
| 30D | +22.4% | -19.0% | +41.4% | +22.1% |
| 3M | +3.8% | -25.1% | +29.0% | +3.6% |
| 6M | +13.7% | -44.5% | +58.1% | +13.4% |
| YTD | -11.7% | -24.3% | +12.6% | -12.1% |
| 1Y | -18.1% | -28.1% | +10.0% | -18.4% |
| 3Y | -34.7% | +40.7% | -75.4% | -36.4% |
| 5Y | -30.6% | +35.5% | -66.0% | -32.7% |
| All | -38.6% | +278.3% | -316.9% | -46.4% |
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