+819.1%
URI vs CFG
+396.4%
+422.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | +1.5% | -3.5% | -3.0% |
| 30D | -12.9% | -3.8% | -9.1% | -10.7% |
| 3M | -6.7% | +11.5% | -18.2% | -13.7% |
| 6M | +19.0% | +19.2% | -0.2% | +5.0% |
| YTD | +25.5% | +23.7% | +1.8% | +7.5% |
| 1Y | +5.5% | +38.8% | -33.3% | -16.9% |
| 3Y | +111.3% | +178.9% | -67.6% | +0.9% |
| 5Y | +198.6% | +101.8% | +96.8% | +71.5% |
| 10Y | +1,179.9% | +317.3% | +862.6% | +317.1% |
| All | +819.1% | +396.4% | +422.7% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling