+414.1%
CARR vs URI
+1,415.2%
-1,001.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.6% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -11.0% | -13.4% | +2.4% | -5.5% |
| 3M | -16.4% | -6.2% | -10.2% | -14.2% |
| 6M | -2.4% | +28.0% | -30.3% | -13.3% |
| YTD | +8.4% | +23.0% | -14.5% | -3.4% |
| 1Y | -8.0% | +5.5% | -13.5% | -12.6% |
| 3Y | +0.6% | +119.2% | -118.6% | -32.0% |
| 5Y | +7.7% | +201.0% | -193.3% | -38.2% |
| All | +414.1% | +1,415.2% | -1,001.1% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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