+147.4%
URI vs CAG
-34.1%
+181.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.1% |
| 7D | -9.8% | +5.8% | -15.6% | -9.9% |
| 30D | +1.7% | +16.4% | -14.6% | +1.3% |
| 3M | -9.1% | +3.8% | -12.9% | -9.2% |
| 6M | +9.9% | +10.8% | -1.0% | +9.5% |
| YTD | +31.2% | -5.8% | +37.0% | +32.7% |
| 1Y | +25.9% | -2.4% | +28.3% | +27.1% |
| 3Y | +147.4% | -33.4% | +180.8% | +158.3% |
| All | +147.4% | -34.1% | +181.5% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling