+147.4%
URI vs CG
+47.3%
+100.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -9.8% | -1.2% | -8.6% | -9.3% |
| 30D | +1.7% | +5.0% | -3.3% | -0.8% |
| 3M | -9.1% | -18.2% | +9.1% | -0.4% |
| 6M | +9.9% | -20.7% | +30.6% | +21.6% |
| YTD | +31.2% | -31.4% | +62.6% | +55.0% |
| 1Y | +25.9% | -22.3% | +48.2% | +38.1% |
| 3Y | +147.4% | +50.2% | +97.2% | +92.2% |
| All | +147.4% | +47.3% | +100.1% | +92.2% |
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 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