+43.3%
CTVA vs URI
+153.1%
-109.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | -20.8% | +6.7% | -27.5% | -21.5% |
| 30D | -29.6% | +8.9% | -38.5% | -30.7% |
| 3M | -16.9% | +0.5% | -17.4% | -17.2% |
| 6M | -24.3% | +20.7% | -44.9% | -27.5% |
| YTD | -5.6% | +40.0% | -45.6% | -13.8% |
| 1Y | -4.2% | +34.4% | -38.6% | -11.5% |
| 3Y | +43.3% | +149.5% | -106.2% | +2.8% |
| All | +43.3% | +153.1% | -109.9% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling