+838.7%
CRS vs URA
-51.6%
+890.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -2.5% |
| 7D | -1.7% | -4.1% | +2.4% | +0.4% |
| 30D | -28.8% | -19.0% | -9.8% | -20.7% |
| 3M | -50.0% | -25.1% | -24.9% | -42.5% |
| 6M | -39.2% | -44.5% | +5.3% | -19.3% |
| YTD | -11.4% | -24.3% | +12.9% | -2.5% |
| 1Y | -11.7% | -28.1% | +16.4% | -0.7% |
| 3Y | +319.6% | +40.7% | +279.0% | +204.4% |
| 5Y | +794.8% | +35.5% | +759.3% | +527.9% |
| 10Y | +926.9% | +281.2% | +645.7% | +259.3% |
| All | +838.7% | -51.6% | +890.3% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling