+58.2%
CAPR vs URA
+17.2%
+41.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.7% |
| 30D | +139.2% | +7.4% | +131.8% | +131.6% |
| 3M | -66.4% | -8.4% | -58.0% | -65.0% |
| 6M | -63.1% | -12.7% | -50.4% | -61.0% |
| YTD | -67.4% | +7.8% | -75.2% | -72.5% |
| 1Y | +58.2% | +19.5% | +38.8% | +49.0% |
| All | +58.2% | +17.2% | +41.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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