+1,135.8%
URI vs CFG
+216.2%
+919.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | +6.7% | +3.2% | +3.5% | +4.6% |
| 30D | +8.9% | +5.1% | +3.7% | +5.4% |
| 3M | +0.5% | -11.2% | +11.8% | +8.6% |
| 6M | +20.7% | +9.6% | +11.1% | +12.6% |
| YTD | +40.0% | +15.0% | +25.1% | +25.8% |
| 1Y | +34.4% | +29.9% | +4.5% | +11.1% |
| 3Y | +149.5% | +192.1% | -42.6% | +15.6% |
| 5Y | +205.6% | +62.3% | +143.3% | +104.2% |
| All | +1,135.8% | +216.2% | +919.6% | +398.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling