+147.4%
URI vs CFG
+168.6%
-21.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.7% |
| 7D | -9.8% | -0.9% | -8.9% | -9.3% |
| 30D | +1.7% | +1.1% | +0.7% | +1.1% |
| 3M | -9.1% | -12.0% | +2.9% | -2.1% |
| 6M | +9.9% | -2.2% | +12.1% | +10.3% |
| YTD | +31.2% | +11.4% | +19.8% | +20.9% |
| 1Y | +25.9% | +27.8% | -1.9% | +6.2% |
| 3Y | +147.4% | +173.3% | -25.9% | +35.4% |
| All | +147.4% | +168.6% | -21.2% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling