+801.7%
CRS vs URA
+266.3%
+535.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.9% |
| 7D | +4.8% | -1.5% | +6.3% | +5.7% |
| 30D | -23.2% | -10.4% | -12.8% | -18.6% |
| 3M | -45.5% | -29.6% | -15.9% | -35.4% |
| 6M | -33.1% | -40.3% | +7.2% | -14.8% |
| YTD | -7.2% | -25.5% | +18.3% | +2.7% |
| 1Y | -10.0% | -26.4% | +16.4% | -0.3% |
| 3Y | +332.3% | +31.4% | +300.9% | +222.5% |
| 5Y | +801.9% | +28.6% | +773.3% | +546.4% |
| All | +801.7% | +266.3% | +535.5% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling