+7.1%
CRM vs URI
+7.3%
-0.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -1.7% |
| 7D | +1.3% | -2.0% | +3.2% | +0.9% |
| 30D | +34.3% | -12.9% | +47.3% | +31.3% |
| 3M | +37.7% | -6.7% | +44.4% | +36.5% |
| 6M | +34.9% | +19.0% | +15.9% | +40.2% |
| YTD | -1.6% | +25.5% | -27.2% | +2.7% |
| 1Y | +7.1% | +5.5% | +1.6% | +13.5% |
| All | +7.1% | +7.3% | -0.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling