+144.6%
URI vs CFG
+171.1%
-26.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.1% | -4.0% | -5.2% |
| 7D | -12.9% | -2.2% | -10.8% | -11.8% |
| 30D | -3.4% | +0.4% | -3.8% | -3.6% |
| 3M | -10.0% | -12.6% | +2.6% | -2.7% |
| 6M | +12.2% | +0.6% | +11.6% | +10.7% |
| YTD | +29.8% | +12.4% | +17.3% | +18.9% |
| 1Y | +24.6% | +27.7% | -3.1% | +5.2% |
| All | +144.6% | +171.1% | -26.5% | +33.2% |
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