+109.0%
CTVA vs URI
+200.7%
-91.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | +4.9% | -2.0% | +6.9% | +5.3% |
| 30D | +11.9% | -12.9% | +24.9% | +15.4% |
| 3M | +13.7% | -6.7% | +20.4% | +14.8% |
| 6M | +13.1% | +19.0% | -5.9% | +6.5% |
| YTD | +32.0% | +25.5% | +6.4% | +21.2% |
| 1Y | +22.1% | +5.5% | +16.5% | +17.5% |
| 3Y | +77.5% | +111.3% | -33.8% | +33.4% |
| All | +109.0% | +200.7% | -91.6% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling