+144.6%
CAPR vs URA
+33.4%
+111.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +2.9% |
| 7D | +41.1% | -4.1% | +45.2% | +43.3% |
| 30D | +11.1% | -19.0% | +30.1% | +20.9% |
| 3M | +115.3% | -25.1% | +140.4% | +141.5% |
| 6M | -73.8% | -44.5% | -29.3% | -67.5% |
| YTD | -68.8% | -24.3% | -44.5% | -67.0% |
| 1Y | +43.3% | -28.1% | +71.4% | +53.7% |
| 3Y | +214.7% | +40.7% | +174.0% | +143.1% |
| All | +144.6% | +33.4% | +111.2% | +73.3% |
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