+196.0%
CAPR vs URA
+28.3%
+167.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.8% | -4.9% | -7.1% |
| 7D | +19.1% | +4.5% | +14.6% | +17.6% |
| 30D | +48.8% | -13.4% | +62.3% | +58.3% |
| 3M | +144.4% | -28.4% | +172.8% | +180.6% |
| 6M | -67.5% | -40.5% | -27.1% | -60.6% |
| YTD | -64.5% | -24.3% | -40.2% | -62.2% |
| 1Y | +74.4% | -28.8% | +103.3% | +89.2% |
| 3Y | +265.7% | +37.6% | +228.1% | +186.9% |
| 5Y | +196.0% | +30.7% | +165.3% | +111.8% |
| All | +196.0% | +28.3% | +167.7% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling