+1,340.7%
URI vs CG
+290.3%
+1,050.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -9.8% | -1.2% | -8.6% | -9.3% |
| 30D | +1.7% | +5.0% | -3.3% | -1.4% |
| 3M | -9.1% | -18.2% | +9.1% | +1.4% |
| 6M | +9.9% | -20.7% | +30.6% | +23.7% |
| YTD | +31.2% | -31.4% | +62.6% | +58.4% |
| 1Y | +25.9% | -22.3% | +48.2% | +40.3% |
| 3Y | +147.4% | +50.2% | +97.2% | +72.3% |
| 5Y | +179.7% | -22.1% | +201.8% | +182.9% |
| All | +1,340.7% | +290.3% | +1,050.4% | +543.3% |
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