+1,218.8%
URI vs CAG
-38.3%
+1,257.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.3% | +6.5% | +6.8% |
| 7D | -4.0% | +4.6% | -8.6% | -5.0% |
| 30D | +6.8% | +14.7% | -7.9% | +3.6% |
| 3M | -2.8% | +2.4% | -5.2% | -3.6% |
| 6M | +20.9% | +10.7% | +10.1% | +17.2% |
| YTD | +40.2% | -5.5% | +45.8% | +40.6% |
| 1Y | +34.1% | -4.6% | +38.7% | +34.0% |
| 3Y | +164.1% | -34.4% | +198.6% | +183.7% |
| 5Y | +199.3% | -39.2% | +238.5% | +225.2% |
| 10Y | +1,218.8% | -39.0% | +1,257.8% | +1,278.2% |
| All | +1,218.8% | -38.3% | +1,257.1% | +1,278.2% |
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