+9.7%
CRM vs URA
+107.9%
-98.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | -8.1% | -1.5% | -6.6% | -8.0% |
| 30D | +23.1% | -0.4% | +23.4% | +23.0% |
| 3M | +42.5% | +6.3% | +36.3% | +41.0% |
| 6M | +25.3% | -14.0% | +39.3% | +27.1% |
| YTD | -7.8% | +5.3% | -13.1% | -11.0% |
| 1Y | +1.0% | +11.7% | -10.6% | -5.3% |
| All | +9.7% | +107.9% | -98.1% | -15.1% |
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