+224.3%
CTVA vs URI
+783.8%
-559.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | -2.1% | +2.5% | -4.6% | -2.9% |
| 30D | +12.0% | -12.5% | +24.6% | +16.7% |
| 3M | +13.5% | -6.2% | +19.7% | +14.8% |
| 6M | +12.1% | +25.9% | -13.8% | +1.1% |
| YTD | +29.0% | +26.2% | +2.8% | +14.8% |
| 1Y | +18.9% | +5.5% | +13.4% | +12.4% |
| 3Y | +78.9% | +125.0% | -46.1% | +21.1% |
| 5Y | +105.2% | +210.4% | -105.2% | +15.8% |
| All | +224.3% | +783.8% | -559.5% | +3.2% |
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