+862.9%
CRS vs URA
+277.9%
+585.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.8% |
| 7D | +4.4% | +2.9% | +1.5% | +3.0% |
| 30D | -19.1% | -10.8% | -8.3% | -14.2% |
| 3M | -43.2% | -25.5% | -17.7% | -34.6% |
| 6M | -28.9% | -41.2% | +12.3% | -8.7% |
| YTD | -3.0% | -21.3% | +18.3% | +4.4% |
| 1Y | -5.3% | -25.7% | +20.4% | +4.5% |
| 3Y | +363.5% | +43.1% | +320.5% | +230.8% |
| 5Y | +858.2% | +35.6% | +822.6% | +569.1% |
| 10Y | +862.9% | +281.3% | +581.6% | +189.8% |
| All | +862.9% | +277.9% | +585.0% | +189.8% |
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