-3.9%
CRM vs URI
+196.6%
-200.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.5% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +23.1% | -13.4% | +36.4% | +27.5% |
| 3M | +42.5% | -6.2% | +48.7% | +43.2% |
| 6M | +25.3% | +28.0% | -2.7% | +11.2% |
| YTD | -7.8% | +23.0% | -30.8% | -17.8% |
| 1Y | +1.0% | +5.5% | -4.5% | -4.8% |
| 3Y | +10.0% | +119.2% | -109.2% | -27.7% |
| 5Y | -3.9% | +201.0% | -204.9% | -49.3% |
| All | -3.9% | +196.6% | -200.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling