+676.3%
CRS vs URA
+114.3%
+562.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -0.2% | +1.1% | -1.3% | -0.7% |
| 30D | -16.6% | +7.4% | -24.0% | -19.1% |
| 3M | -3.5% | -8.4% | +4.9% | -1.0% |
| 6M | +15.4% | -12.7% | +28.2% | +19.7% |
| YTD | +51.2% | +7.8% | +43.4% | +42.3% |
| 1Y | +98.3% | +19.5% | +78.8% | +74.0% |
| All | +676.3% | +114.3% | +562.0% | +396.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling