-45.0%
CPB vs URA
+371.9%
-416.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.8% |
| 7D | -8.2% | +8.1% | -16.3% | -8.2% |
| 30D | -5.6% | +5.8% | -11.4% | -5.6% |
| 3M | +3.0% | +3.4% | -0.5% | +3.1% |
| 6M | -12.7% | -2.6% | -10.1% | -12.6% |
| YTD | -18.0% | +11.2% | -29.1% | -18.1% |
| 1Y | -31.7% | +19.8% | -51.6% | -32.0% |
| 3Y | -41.0% | +121.5% | -162.4% | -42.6% |
| 5Y | -38.4% | +134.5% | -172.8% | -40.9% |
| 10Y | -45.0% | +376.7% | -421.6% | -51.9% |
| All | -45.0% | +371.9% | -416.9% | -51.9% |
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