+33.1%
URI vs CG
-18.0%
+51.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.6% | +0.3% | +4.9% |
| 7D | -4.0% | +3.0% | -7.1% | -4.8% |
| 30D | +6.8% | +10.1% | -3.3% | +3.9% |
| 3M | -2.8% | -10.8% | +8.0% | -0.6% |
| 6M | +20.9% | -15.2% | +36.1% | +25.3% |
| YTD | +40.2% | -26.9% | +67.2% | +53.6% |
| All | +33.1% | -18.0% | +51.1% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling