-71.2%
CBRS vs URI
+12.1%
-83.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.1% | +8.6% | +9.1% |
| 7D | -17.9% | -9.8% | -8.1% | -12.8% |
| 30D | -48.8% | +1.7% | -50.5% | -48.5% |
| 3M | -57.6% | -9.1% | -48.5% | -55.1% |
| All | -71.2% | +12.1% | -83.3% | -69.2% |
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 · Available span rolling