+441.9%
CARR vs URI
+1,447.0%
-1,005.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | +1.6% | -2.0% | +3.5% | +2.4% |
| 30D | -8.7% | -12.9% | +4.2% | -3.3% |
| 3M | -12.6% | -6.7% | -5.8% | -10.0% |
| 6M | -1.5% | +19.0% | -20.5% | -9.8% |
| YTD | +14.3% | +25.5% | -11.2% | +1.0% |
| 1Y | -4.6% | +5.5% | -10.1% | -9.2% |
| 3Y | +7.3% | +111.3% | -104.0% | -26.3% |
| 5Y | +11.6% | +198.6% | -186.9% | -35.8% |
| All | +441.9% | +1,447.0% | -1,005.1% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling