+795.7%
CRM vs URA
-29.0%
+824.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.0% | -4.8% |
| 7D | -3.5% | +8.1% | -11.6% | -5.7% |
| 30D | +29.3% | +5.8% | +23.5% | +26.7% |
| 3M | +36.8% | +3.4% | +33.4% | +33.8% |
| 6M | +23.9% | -2.6% | +26.5% | +21.3% |
| YTD | -5.5% | +11.2% | -16.6% | -12.8% |
| 1Y | -0.4% | +19.8% | -20.2% | -12.0% |
| 3Y | +12.8% | +121.5% | -108.7% | -23.4% |
| 5Y | -3.5% | +134.5% | -138.0% | -38.5% |
| 10Y | +238.4% | +376.7% | -138.2% | +51.0% |
| All | +795.7% | -29.0% | +824.7% | +642.4% |
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 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