+206.2%
CTVA vs URI
+861.9%
-655.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +2.4% | -6.0% | +8.4% | +4.2% |
| 30D | -8.1% | +4.6% | -12.7% | -9.8% |
| 3M | +6.3% | -2.7% | +9.0% | +6.2% |
| 6M | +0.4% | +18.4% | -17.9% | -6.8% |
| YTD | +21.8% | +37.4% | -15.5% | +4.8% |
| 1Y | +24.9% | +30.4% | -5.5% | +9.3% |
| 3Y | +92.3% | +147.9% | -55.6% | +25.6% |
| 5Y | +78.9% | +202.1% | -123.2% | +2.7% |
| All | +206.2% | +861.9% | -655.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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