+1,182.4%
URI vs CP
+255.2%
+927.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -6.0% | +2.8% | -8.8% | -8.3% |
| 30D | +4.6% | +11.0% | -6.4% | -4.5% |
| 3M | -2.7% | +3.8% | -6.5% | -6.1% |
| 6M | +18.4% | +9.5% | +8.9% | +8.9% |
| YTD | +37.4% | +28.2% | +9.2% | +9.7% |
| 1Y | +30.4% | +33.0% | -2.6% | +0.8% |
| 3Y | +147.9% | +35.5% | +112.4% | +83.4% |
| 5Y | +202.1% | +25.8% | +176.3% | +132.4% |
| 10Y | +1,182.4% | +250.7% | +931.7% | +314.5% |
| All | +1,182.4% | +255.2% | +927.2% | +314.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling