+5,062.8%
CRM vs URI
+6,703.5%
-1,640.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | +2.0% | +6.7% | -4.8% | -0.1% |
| 30D | -7.7% | +8.9% | -16.5% | -10.2% |
| 3M | +8.4% | +0.5% | +7.8% | +7.3% |
| 6M | +31.9% | +20.7% | +11.3% | +22.3% |
| YTD | -17.2% | +40.0% | -57.2% | -28.7% |
| 1Y | -8.6% | +34.4% | -43.0% | -20.4% |
| 3Y | +3.1% | +149.5% | -146.4% | -28.0% |
| 5Y | -27.6% | +205.6% | -233.2% | -53.5% |
| 10Y | +197.6% | +1,183.1% | -985.5% | +8.7% |
| All | +5,062.8% | +6,703.5% | -1,640.8% | +728.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling