-97.5%
CAPR vs URA
-53.7%
-43.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -1.9% |
| 7D | +29.7% | -13.3% | +43.0% | +35.7% |
| 30D | +11.0% | -25.9% | +36.9% | +22.0% |
| 3M | +118.8% | -27.8% | +146.6% | +142.7% |
| 6M | -73.9% | -42.8% | -31.1% | -69.4% |
| YTD | -70.2% | -27.5% | -42.7% | -68.2% |
| 1Y | +38.3% | -35.1% | +73.4% | +51.7% |
| 3Y | +199.7% | +31.1% | +168.6% | +154.9% |
| 5Y | +130.6% | +29.8% | +100.8% | +92.2% |
| 10Y | -68.5% | +265.1% | -333.6% | -82.1% |
| All | -97.5% | -53.7% | -43.8% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling