+204.5%
URI vs CPB
-33.2%
+237.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| 3M | +0.5% | -0.9% | +1.5% | +0.4% |
| 6M | +20.7% | +15.2% | +5.4% | +19.5% |
| YTD | +40.0% | -13.1% | +53.1% | +40.3% |
| 1Y | +34.4% | -22.4% | +56.8% | +35.2% |
| 3Y | +149.5% | -35.3% | +184.8% | +148.7% |
| All | +204.5% | -33.2% | +237.7% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling