+1,179.9%
URI vs CF
+569.3%
+610.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +3.0% |
| 7D | -2.0% | +6.0% | -8.0% | -4.6% |
| 30D | -12.9% | +14.8% | -27.8% | -18.5% |
| 3M | -6.7% | +14.1% | -20.8% | -13.2% |
| 6M | +19.0% | +28.5% | -9.5% | +0.4% |
| YTD | +25.5% | +74.9% | -49.4% | -9.4% |
| 1Y | +5.5% | +61.7% | -56.1% | -21.5% |
| 3Y | +111.3% | +80.3% | +31.0% | +40.9% |
| 5Y | +198.6% | +226.0% | -27.4% | +22.7% |
| All | +1,179.9% | +569.3% | +610.6% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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