+147.9%
URI vs CG
+51.3%
+96.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.3% |
| 7D | -6.0% | +2.0% | -7.9% | -6.9% |
| 30D | +4.6% | +8.5% | -3.9% | +0.4% |
| 3M | -2.7% | -12.1% | +9.4% | +2.9% |
| 6M | +18.4% | -16.4% | +34.8% | +27.8% |
| YTD | +37.4% | -28.0% | +65.3% | +58.5% |
| 1Y | +30.4% | -18.9% | +49.3% | +40.2% |
| 3Y | +147.9% | +51.2% | +96.7% | +87.0% |
| All | +147.9% | +51.3% | +96.6% | +87.0% |
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 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