+120.5%
URI vs CG
+58.1%
+62.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.4% |
| 7D | -2.0% | -4.3% | +2.3% | +0.2% |
| 30D | -12.9% | -5.1% | -7.9% | -11.0% |
| 3M | -6.7% | +8.7% | -15.4% | -11.5% |
| 6M | +19.0% | -9.2% | +28.2% | +22.9% |
| YTD | +25.5% | -18.9% | +44.4% | +37.3% |
| 1Y | +5.5% | -25.6% | +31.2% | +20.7% |
| All | +120.5% | +58.1% | +62.4% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling