-41.5%
CPB vs URA
+287.0%
-328.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -4.1% | +2.9% | -7.0% | -4.0% |
| 30D | +16.9% | -10.8% | +27.7% | +16.8% |
| 3M | -0.6% | -25.5% | +25.0% | -0.8% |
| 6M | +11.4% | -41.2% | +52.6% | +11.2% |
| YTD | -14.8% | -21.3% | +6.4% | -15.1% |
| 1Y | -24.8% | -25.7% | +0.9% | -25.0% |
| 3Y | -36.6% | +43.1% | -79.7% | -38.2% |
| 5Y | -33.3% | +35.6% | -68.9% | -35.2% |
| All | -41.5% | +287.0% | -328.4% | -52.5% |
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