+2,406.3%
URI vs CG
+281.3%
+2,124.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -9.8% | -1.2% | -8.6% | -9.3% |
| 30D | +1.7% | +5.0% | -3.3% | -1.3% |
| 3M | -9.1% | -18.2% | +9.1% | +1.1% |
| 6M | +9.9% | -20.7% | +30.6% | +23.3% |
| YTD | +31.2% | -31.4% | +62.6% | +57.5% |
| 1Y | +25.9% | -22.3% | +48.2% | +40.0% |
| 3Y | +147.4% | +50.2% | +97.2% | +76.9% |
| 5Y | +179.7% | -22.1% | +201.8% | +183.5% |
| 10Y | +1,419.5% | +295.5% | +1,124.0% | +486.1% |
| All | +2,406.3% | +281.3% | +2,124.9% | +824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling