+10.2%
CRM vs URI
+125.2%
-115.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -5.0% | +5.0% | -10.0% | -5.6% |
| 30D | +23.6% | -9.4% | +33.0% | +25.1% |
| 3M | +39.6% | -5.8% | +45.4% | +39.9% |
| 6M | +23.4% | +25.8% | -2.4% | +15.6% |
| YTD | -7.4% | +27.9% | -35.2% | -14.3% |
| 1Y | -2.3% | +9.7% | -12.0% | -5.4% |
| All | +10.2% | +125.2% | -115.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling