+147.4%
URI vs CPB
-36.0%
+183.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -9.8% | +8.0% | -17.8% | -10.0% |
| 30D | +1.7% | +22.4% | -20.6% | +1.1% |
| 3M | -9.1% | +2.5% | -11.6% | -9.3% |
| 6M | +9.9% | +12.2% | -2.4% | +9.0% |
| YTD | +31.2% | -12.8% | +44.0% | +31.2% |
| 1Y | +25.9% | -19.2% | +45.1% | +26.1% |
| 3Y | +147.4% | -35.6% | +182.9% | +143.3% |
| All | +147.4% | -36.0% | +183.4% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling