+414.1%
CARR vs URA
+687.8%
-273.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.3% |
| 7D | -4.1% | -1.5% | -2.6% | -3.8% |
| 30D | -11.0% | -0.4% | -10.6% | -11.1% |
| 3M | -16.4% | +6.3% | -22.6% | -18.0% |
| 6M | -2.4% | -14.0% | +11.6% | +0.3% |
| YTD | +8.4% | +5.3% | +3.1% | +4.8% |
| 1Y | -8.0% | +11.7% | -19.7% | -13.5% |
| 3Y | +0.6% | +109.8% | -109.2% | -22.8% |
| 5Y | +7.7% | +108.0% | -100.2% | -20.8% |
| All | +414.1% | +687.8% | -273.8% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling