-8.0%
URA vs CAI
-9.5%
+1.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +3.1% |
| 7D | +0.3% | -25.6% | +25.9% | +5.9% |
| 30D | -14.8% | -17.7% | +3.0% | -11.7% |
| 3M | -25.3% | +4.4% | -29.7% | -26.7% |
| 6M | -39.9% | +51.3% | -91.2% | -45.9% |
| YTD | -22.4% | -9.5% | -13.0% | -24.8% |
| 1Y | -29.0% | -1.5% | -27.5% | -31.8% |
| All | -8.0% | -9.5% | +1.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling