+1,213.1%
URI vs CG
+299.0%
+914.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +5.0% |
| 7D | +2.6% | -3.8% | +6.4% | +5.1% |
| 30D | +9.1% | +7.5% | +1.6% | +4.2% |
| 3M | +1.0% | -14.4% | +15.3% | +9.7% |
| 6M | +23.3% | -15.7% | +39.0% | +34.1% |
| YTD | +43.3% | -29.0% | +72.3% | +69.6% |
| 1Y | +35.9% | -22.1% | +58.0% | +51.6% |
| 3Y | +158.6% | +49.1% | +109.5% | +80.9% |
| 5Y | +213.1% | -18.4% | +231.5% | +208.0% |
| 10Y | +1,213.1% | +295.1% | +918.0% | +419.0% |
| All | +1,213.1% | +299.0% | +914.1% | +419.0% |
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