+34.4%
URI vs CPB
-22.0%
+56.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.4% |
| 7D | +6.7% | -1.6% | +8.3% | +6.8% |
| 30D | +8.9% | +19.2% | -10.4% | +7.5% |
| 3M | +0.5% | -0.9% | +1.5% | +0.1% |
| 6M | +20.7% | +15.2% | +5.4% | +17.7% |
| YTD | +40.0% | -13.1% | +53.1% | +40.8% |
| 1Y | +34.4% | -22.4% | +56.8% | +35.8% |
| All | +34.4% | -22.0% | +56.4% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling