+6.3%
CPB vs URA
-51.6%
+57.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.4% |
| 7D | +8.0% | -4.1% | +12.1% | +8.1% |
| 30D | +22.4% | -19.0% | +41.4% | +23.1% |
| 3M | +2.5% | -25.1% | +27.7% | +3.3% |
| 6M | +12.2% | -44.5% | +56.7% | +14.1% |
| YTD | -12.8% | -24.3% | +11.5% | -12.7% |
| 1Y | -19.2% | -28.1% | +9.0% | -18.9% |
| 3Y | -35.6% | +40.7% | -76.2% | -38.6% |
| 5Y | -31.4% | +35.5% | -66.9% | -35.3% |
| 10Y | -37.9% | +281.2% | -319.1% | -49.3% |
| All | +6.3% | -51.6% | +57.9% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling