+31.8%
URA vs CAI
-8.1%
+39.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +8.1% | +0.2% | +7.9% | +8.1% |
| 30D | +5.8% | +9.1% | -3.4% | +3.9% |
| 3M | +3.4% | +53.8% | -50.3% | -5.9% |
| 6M | -2.6% | +33.5% | -36.1% | -9.7% |
| YTD | +11.2% | -8.0% | +19.2% | +8.5% |
| 1Y | +19.8% | -28.7% | +48.5% | +19.2% |
| All | +31.8% | -8.1% | +39.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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