+1,438.1%
CRS vs URA
+131.0%
+1,307.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.7% | -4.8% |
| 7D | -3.1% | +8.1% | -11.2% | -6.2% |
| 30D | -19.6% | +5.8% | -25.4% | -21.7% |
| 3M | -8.1% | +3.4% | -11.5% | -10.1% |
| 6M | +18.6% | -2.6% | +21.2% | +17.9% |
| YTD | +45.9% | +11.2% | +34.7% | +35.1% |
| 1Y | +82.5% | +19.8% | +62.6% | +59.8% |
| 3Y | +648.9% | +121.5% | +527.4% | +375.2% |
| 5Y | +1,438.1% | +134.5% | +1,303.7% | +819.0% |
| All | +1,438.1% | +131.0% | +1,307.1% | +819.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling