-63.1%
CAPR vs URA
-11.5%
-51.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | +139.2% | +7.4% | +131.8% | +136.3% |
| 3M | -66.4% | -8.4% | -58.0% | -63.7% |
| 6M | -63.1% | -12.7% | -50.4% | -59.0% |
| All | -63.1% | -11.5% | -51.7% | -59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling