+1,182.4%
URI vs CPB
-40.9%
+1,223.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -6.0% | +2.9% | -8.8% | -6.2% |
| 30D | +4.6% | +17.6% | -13.0% | +3.3% |
| 3M | -2.7% | +2.0% | -4.7% | -3.0% |
| 6M | +18.4% | +11.6% | +6.7% | +17.0% |
| YTD | +37.4% | -13.8% | +51.1% | +38.3% |
| 1Y | +30.4% | -21.6% | +51.9% | +32.1% |
| 3Y | +147.9% | -35.8% | +183.7% | +152.6% |
| 5Y | +202.1% | -33.3% | +235.4% | +205.2% |
| 10Y | +1,182.4% | -39.4% | +1,221.9% | +1,241.6% |
| All | +1,182.4% | -40.9% | +1,223.3% | +1,241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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