+2.4%
CARR vs URI
+125.2%
-122.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.6% |
| 7D | +0.6% | +5.0% | -4.4% | -1.5% |
| 30D | -8.7% | -9.4% | +0.8% | -4.7% |
| 3M | -18.4% | -5.8% | -12.5% | -16.3% |
| 6M | -0.6% | +25.8% | -26.4% | -11.1% |
| YTD | +10.9% | +27.9% | -17.0% | -3.4% |
| 1Y | -7.3% | +9.7% | -17.0% | -13.1% |
| All | +2.4% | +125.2% | -122.8% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling