+1,151.9%
URI vs CAG
-38.0%
+1,189.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +9.3% | -6.2% | +15.5% | +10.7% |
| 30D | +7.6% | +7.4% | +0.2% | +5.7% |
| 3M | +1.0% | -1.6% | +2.7% | +0.9% |
| 6M | +19.8% | +6.3% | +13.5% | +17.1% |
| YTD | +41.9% | -10.1% | +51.9% | +43.6% |
| 1Y | +33.4% | -10.2% | +43.6% | +35.0% |
| 3Y | +156.0% | -37.3% | +193.3% | +177.4% |
| 5Y | +209.5% | -41.6% | +251.1% | +238.9% |
| All | +1,151.9% | -38.0% | +1,189.9% | +1,332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling