+235.6%
CAPR vs URA
+35.4%
+200.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -6.3% |
| 7D | +5.9% | -1.5% | +7.4% | +7.1% |
| 30D | +44.6% | -10.4% | +55.0% | +51.3% |
| 3M | +126.4% | -29.6% | +156.0% | +159.2% |
| 6M | -68.6% | -40.3% | -28.3% | -62.3% |
| YTD | -67.0% | -25.5% | -41.5% | -64.7% |
| 1Y | +65.2% | -26.4% | +91.6% | +77.6% |
| 3Y | +235.6% | +31.4% | +204.1% | +217.4% |
| All | +235.6% | +35.4% | +200.2% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling