-31.4%
CPB vs URA
+19.9%
-51.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +2.2% |
| 7D | -8.2% | +8.1% | -16.3% | -7.3% |
| 30D | -5.6% | +5.8% | -11.4% | -4.9% |
| 3M | +3.0% | +3.4% | -0.5% | +3.9% |
| 6M | -12.7% | -2.6% | -10.1% | -11.7% |
| YTD | -18.0% | +11.2% | -29.1% | -15.3% |
| All | -31.4% | +19.9% | -51.3% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling