+849.9%
URI vs CFG
+351.2%
+498.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.1% | -4.0% | -5.0% |
| 7D | -12.9% | -2.2% | -10.8% | -11.6% |
| 30D | -3.4% | +0.4% | -3.8% | -3.6% |
| 3M | -10.0% | -12.6% | +2.6% | -1.9% |
| 6M | +12.2% | +0.6% | +11.6% | +10.7% |
| YTD | +29.8% | +12.4% | +17.3% | +18.2% |
| 1Y | +24.6% | +27.7% | -3.1% | +4.1% |
| 3Y | +137.6% | +172.4% | -34.8% | +15.3% |
| 5Y | +176.6% | +64.0% | +112.7% | +83.0% |
| 10Y | +1,402.6% | +252.8% | +1,149.7% | +446.3% |
| All | +849.9% | +351.2% | +498.7% | +198.5% |
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