+244.3%
CRL vs URA
+371.9%
-127.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.5% |
| 7D | -0.6% | +8.1% | -8.7% | -2.6% |
| 30D | +5.0% | +5.8% | -0.8% | +3.3% |
| 3M | +50.6% | +3.4% | +47.1% | +48.3% |
| 6M | +60.9% | -2.6% | +63.6% | +59.5% |
| YTD | +40.7% | +11.2% | +29.6% | +33.4% |
| 1Y | +73.3% | +19.8% | +53.5% | +57.7% |
| 3Y | +40.6% | +121.5% | -80.9% | +2.0% |
| 5Y | -37.0% | +134.5% | -171.4% | -57.3% |
| 10Y | +244.3% | +376.7% | -132.4% | +63.8% |
| All | +244.3% | +371.9% | -127.6% | +63.8% |
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