+5,793.7%
CRM vs URI
+6,031.0%
-237.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.1% |
| 7D | -3.5% | +2.5% | -6.0% | -4.2% |
| 30D | +29.3% | -12.5% | +41.8% | +34.0% |
| 3M | +36.8% | -6.2% | +43.0% | +37.8% |
| 6M | +23.9% | +25.9% | -2.0% | +11.4% |
| YTD | -5.5% | +26.2% | -31.7% | -15.7% |
| 1Y | -0.4% | +5.5% | -5.9% | -6.4% |
| 3Y | +12.8% | +125.0% | -112.2% | -18.6% |
| 5Y | -3.5% | +210.4% | -213.9% | -38.2% |
| 10Y | +238.4% | +1,157.2% | -918.7% | +23.6% |
| All | +5,793.7% | +6,031.0% | -237.3% | +880.6% |
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