+817.0%
CRL vs URA
-31.1%
+848.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.9% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | +10.7% | +7.4% | +3.3% | +8.4% |
| 3M | +55.3% | -8.4% | +63.7% | +57.8% |
| 6M | +60.7% | -12.7% | +73.4% | +64.0% |
| YTD | +44.6% | +7.8% | +36.8% | +38.1% |
| 1Y | +77.7% | +19.5% | +58.3% | +61.7% |
| 3Y | +37.6% | +116.4% | -78.8% | +1.0% |
| 5Y | -35.8% | +134.3% | -170.1% | -56.1% |
| 10Y | +241.7% | +359.3% | -117.5% | +74.0% |
| All | +817.0% | -31.1% | +848.1% | +648.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling