+204.5%
URI vs CG
-23.0%
+227.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +8.9% | +11.2% | -2.3% | +2.6% |
| 3M | +0.5% | -22.1% | +22.6% | +14.2% |
| 6M | +20.7% | -17.9% | +38.6% | +32.1% |
| YTD | +40.0% | -31.3% | +71.3% | +66.7% |
| 1Y | +34.4% | -24.0% | +58.4% | +50.6% |
| 3Y | +149.5% | +45.0% | +104.5% | +81.3% |
| All | +204.5% | -23.0% | +227.5% | +193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling