-69.4%
CAPR vs URA
+266.3%
-335.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -6.3% |
| 7D | +5.9% | -1.5% | +7.4% | +7.0% |
| 30D | +44.6% | -10.4% | +55.0% | +51.1% |
| 3M | +126.4% | -29.6% | +156.0% | +158.5% |
| 6M | -68.6% | -40.3% | -28.3% | -62.7% |
| YTD | -67.0% | -25.5% | -41.5% | -64.7% |
| 1Y | +65.2% | -26.4% | +91.6% | +76.9% |
| 3Y | +235.6% | +31.4% | +204.1% | +177.5% |
| 5Y | +175.4% | +28.6% | +146.8% | +122.0% |
| All | -69.4% | +266.3% | -335.6% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling