+1,340.7%
URI vs CF
+561.7%
+779.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -9.8% | -3.2% | -6.6% | -8.8% |
| 30D | +1.7% | +4.3% | -2.6% | -0.6% |
| 3M | -9.1% | +2.8% | -11.9% | -11.6% |
| 6M | +9.9% | +0.6% | +9.2% | +6.3% |
| YTD | +31.2% | +56.6% | -25.4% | -1.9% |
| 1Y | +25.9% | +49.6% | -23.7% | -3.9% |
| 3Y | +147.4% | +61.5% | +85.9% | +71.9% |
| 5Y | +179.7% | +124.0% | +55.8% | +41.0% |
| All | +1,340.7% | +561.7% | +779.0% | +247.8% |
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