+86.1%
CRL vs URA
+36.0%
+50.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.4% | +3.4% | +7.0% |
| 7D | -6.1% | -4.1% | -2.0% | -5.3% |
| 30D | +12.4% | -19.0% | +31.4% | +16.5% |
| 3M | +27.1% | -25.1% | +52.3% | +33.3% |
| 6M | +85.7% | -44.5% | +130.2% | +104.1% |
| YTD | +69.2% | -24.3% | +93.5% | +74.5% |
| 1Y | +97.5% | -28.1% | +125.6% | +104.9% |
| 3Y | +86.1% | +40.7% | +45.4% | +61.6% |
| All | +86.1% | +36.0% | +50.1% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling