+1,324.6%
URI vs CF
+557.2%
+767.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.2% | -13.3% | -9.7% |
| 7D | -12.9% | +0.4% | -13.3% | -13.4% |
| 30D | -3.4% | +2.2% | -5.6% | -4.8% |
| 3M | -10.0% | +2.1% | -12.1% | -12.3% |
| 6M | +12.2% | -6.5% | +18.7% | +11.9% |
| YTD | +29.8% | +55.6% | -25.8% | -2.7% |
| 1Y | +24.6% | +42.3% | -17.7% | -2.6% |
| 3Y | +137.6% | +55.7% | +81.9% | +68.2% |
| 5Y | +176.6% | +122.4% | +54.2% | +39.8% |
| All | +1,324.6% | +557.2% | +767.4% | +244.9% |
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