+204.7%
CTVA vs URI
+882.2%
-677.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.9% | -5.1% | -0.4% |
| 7D | +1.6% | -4.0% | +5.6% | +2.7% |
| 30D | -8.5% | +6.8% | -15.3% | -10.8% |
| 3M | +5.3% | -2.8% | +8.1% | +5.3% |
| 6M | -0.1% | +20.9% | -20.9% | -7.9% |
| YTD | +21.2% | +40.2% | -19.0% | +3.6% |
| 1Y | +27.0% | +34.1% | -7.1% | +10.2% |
| 3Y | +87.2% | +164.1% | -76.9% | +19.4% |
| 5Y | +77.9% | +199.3% | -121.4% | +2.8% |
| All | +204.7% | +882.2% | -677.5% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling