+6,385.4%
URI vs CF
+4,965.4%
+1,419.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.7% |
| 7D | -4.3% | -6.9% | +2.5% | -1.8% |
| 30D | +4.6% | -3.7% | +8.3% | +5.9% |
| 3M | -2.1% | -5.0% | +2.8% | -1.4% |
| 6M | +21.9% | -10.5% | +32.4% | +24.1% |
| YTD | +39.7% | +46.5% | -6.8% | +12.5% |
| 1Y | +32.9% | +34.8% | -2.0% | +10.5% |
| 3Y | +155.8% | +46.7% | +109.1% | +97.7% |
| 5Y | +202.4% | +112.0% | +90.4% | +86.2% |
| 10Y | +1,517.7% | +529.7% | +988.0% | +525.3% |
| All | +6,385.4% | +4,965.4% | +1,419.9% | +824.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling