-12.1%
CRL vs URA
+25.6%
-37.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +0.1% | -1.5% | +1.7% | +0.5% |
| 30D | +11.9% | -10.4% | +22.3% | +15.1% |
| 3M | +20.2% | -29.6% | +49.8% | +30.7% |
| 6M | +107.5% | -40.3% | +147.8% | +133.5% |
| YTD | +69.4% | -25.5% | +94.9% | +77.0% |
| 1Y | +99.7% | -26.4% | +126.2% | +108.6% |
| 3Y | +98.8% | +31.4% | +67.3% | +60.9% |
| All | -12.1% | +25.6% | -37.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling