+394.0%
CARR vs URI
+1,625.7%
-1,231.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +3.5% | +6.7% | -3.2% | +0.6% |
| 30D | +0.4% | +8.9% | -8.5% | -3.5% |
| 3M | -14.1% | +0.5% | -14.6% | -14.7% |
| 6M | -16.7% | +20.7% | -37.3% | -23.5% |
| YTD | +4.2% | +40.0% | -35.8% | -12.5% |
| 1Y | -0.2% | +34.4% | -34.6% | -14.7% |
| 3Y | +10.9% | +149.5% | -138.6% | -29.3% |
| 5Y | +3.9% | +205.6% | -201.7% | -41.4% |
| All | +394.0% | +1,625.7% | -1,231.7% | +77.7% |
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