+380.2%
CRL vs URA
+278.3%
+101.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.4% | +3.4% | +6.7% |
| 7D | -6.1% | -4.1% | -2.0% | -5.0% |
| 30D | +12.4% | -19.0% | +31.4% | +18.7% |
| 3M | +27.1% | -25.1% | +52.3% | +36.6% |
| 6M | +85.7% | -44.5% | +130.2% | +113.8% |
| YTD | +69.2% | -24.3% | +93.5% | +76.8% |
| 1Y | +97.5% | -28.1% | +125.6% | +108.4% |
| 3Y | +86.1% | +40.7% | +45.4% | +52.5% |
| 5Y | -10.0% | +35.5% | -45.5% | -28.2% |
| All | +380.2% | +278.3% | +101.9% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling