+1,182.4%
URI vs CG
+308.6%
+873.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.2% |
| 7D | -6.0% | +2.0% | -7.9% | -7.1% |
| 30D | +4.6% | +8.5% | -3.9% | -0.6% |
| 3M | -2.7% | -12.1% | +9.4% | +4.1% |
| 6M | +18.4% | -16.4% | +34.8% | +29.4% |
| YTD | +37.4% | -28.0% | +65.3% | +61.3% |
| 1Y | +30.4% | -18.9% | +49.3% | +41.8% |
| 3Y | +147.9% | +51.2% | +96.7% | +72.0% |
| 5Y | +202.1% | -15.9% | +217.9% | +191.5% |
| 10Y | +1,182.4% | +305.9% | +876.5% | +401.5% |
| All | +1,182.4% | +308.6% | +873.8% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling