+199.3%
URI vs CFG
+68.3%
+131.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.9% | +3.9% | +5.0% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | +6.8% | +3.2% | +3.6% | +4.8% |
| 3M | -2.8% | -9.7% | +6.9% | +3.3% |
| 6M | +20.9% | +3.6% | +17.2% | +17.2% |
| YTD | +40.2% | +14.7% | +25.6% | +27.0% |
| 1Y | +34.1% | +29.6% | +4.5% | +12.2% |
| 3Y | +164.1% | +190.6% | -26.4% | +29.4% |
| 5Y | +199.3% | +67.1% | +132.3% | +99.9% |
| All | +199.3% | +68.3% | +131.0% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling