+238.9%
CRM vs URA
+346.2%
-107.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.8% |
| 7D | -4.4% | -5.5% | +1.1% | -3.1% |
| 30D | +28.1% | -3.7% | +31.8% | +29.0% |
| 3M | +48.8% | -2.9% | +51.7% | +48.5% |
| 6M | +28.3% | -15.2% | +43.5% | +30.9% |
| YTD | -6.0% | +1.9% | -7.9% | -10.6% |
| 1Y | +1.4% | +6.9% | -5.5% | -6.6% |
| 3Y | +11.8% | +99.6% | -87.8% | -20.2% |
| 5Y | -2.0% | +101.2% | -103.2% | -33.1% |
| All | +238.9% | +346.2% | -107.3% | +59.3% |
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