+5.5%
URI vs CFG
+40.4%
-34.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | +1.5% | -3.5% | -2.7% |
| 30D | -12.9% | -3.8% | -9.1% | -11.4% |
| 3M | -6.7% | +11.5% | -18.2% | -11.7% |
| 6M | +19.0% | +19.2% | -0.2% | +8.7% |
| YTD | +25.5% | +23.7% | +1.8% | +13.1% |
| 1Y | +5.5% | +38.8% | -33.3% | -9.6% |
| All | +5.5% | +40.4% | -34.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling