-67.5%
CBRS vs URA
-37.1%
-30.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.4% | +6.3% |
| 7D | +10.0% | +2.9% | +7.2% | +7.3% |
| 30D | -31.1% | -10.8% | -20.2% | -22.2% |
| 3M | -56.9% | -25.5% | -31.4% | -42.6% |
| All | -67.5% | -37.1% | -30.4% | -56.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling