+203.4%
URI vs CP
+32.0%
+171.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -2.0% | -2.7% | +0.7% | -0.1% |
| 30D | -12.9% | +0.2% | -13.1% | -13.1% |
| 3M | -6.7% | +2.6% | -9.3% | -8.5% |
| 6M | +19.0% | +6.0% | +13.0% | +14.2% |
| YTD | +25.5% | +24.9% | +0.6% | +6.8% |
| 1Y | +5.5% | +20.1% | -14.6% | -7.7% |
| 3Y | +111.3% | +16.4% | +94.9% | +85.3% |
| All | +203.4% | +32.0% | +171.4% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling