+441.9%
CARR vs URA
+706.4%
-264.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | -8.7% | +7.4% | -16.1% | -10.6% |
| 3M | -12.6% | -8.4% | -4.2% | -11.2% |
| 6M | -1.5% | -12.7% | +11.2% | +0.7% |
| YTD | +14.3% | +7.8% | +6.5% | +9.9% |
| 1Y | -4.6% | +19.5% | -24.0% | -11.8% |
| 3Y | +7.3% | +116.4% | -109.1% | -18.3% |
| 5Y | +11.6% | +134.3% | -122.6% | -20.8% |
| All | +441.9% | +706.4% | -264.5% | +54.3% |
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 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