-39.4%
CPB vs URA
+289.1%
-328.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +17.6% | -14.8% | +32.4% | +17.4% |
| 3M | +2.0% | -25.3% | +27.3% | +1.8% |
| 6M | +11.6% | -39.9% | +51.6% | +11.4% |
| YTD | -13.8% | -22.4% | +8.7% | -14.1% |
| 1Y | -21.6% | -29.0% | +7.4% | -21.8% |
| 3Y | -35.8% | +41.0% | -76.8% | -37.4% |
| 5Y | -33.3% | +38.3% | -71.6% | -35.3% |
| 10Y | -39.4% | +276.1% | -315.5% | -49.6% |
| All | -39.4% | +289.1% | -328.5% | -49.6% |
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 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