+19.0%
URI vs CPB
-14.9%
+33.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.6% |
| 7D | -2.0% | -8.6% | +6.6% | -2.1% |
| 30D | -12.9% | -7.2% | -5.7% | -13.0% |
| 3M | -6.7% | +0.9% | -7.6% | -7.4% |
| 6M | +19.0% | -11.8% | +30.8% | +19.7% |
| All | +19.0% | -14.9% | +33.9% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling