-33.3%
CPB vs URA
+25.6%
-58.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.1% |
| 7D | -1.6% | -1.5% | 0.0% | -1.6% |
| 30D | +19.2% | -10.4% | +29.6% | +18.5% |
| 3M | -0.9% | -29.6% | +28.7% | -2.7% |
| 6M | +15.2% | -40.3% | +55.5% | +12.6% |
| YTD | -13.1% | -25.5% | +12.4% | -14.0% |
| 1Y | -22.4% | -26.4% | +4.0% | -23.3% |
| 3Y | -35.3% | +31.4% | -66.7% | -35.2% |
| All | -33.3% | +25.6% | -58.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling