+1,502.4%
CRS vs URA
-31.1%
+1,533.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.8% |
| 30D | -16.6% | +7.4% | -24.0% | -20.0% |
| 3M | -3.5% | -8.4% | +4.9% | -0.3% |
| 6M | +15.4% | -12.7% | +28.2% | +21.1% |
| YTD | +51.2% | +7.8% | +43.4% | +39.3% |
| 1Y | +98.3% | +19.5% | +78.8% | +67.9% |
| 3Y | +651.5% | +116.4% | +535.1% | +334.7% |
| 5Y | +1,411.1% | +134.3% | +1,276.8% | +671.5% |
| 10Y | +1,424.3% | +359.3% | +1,065.1% | +388.9% |
| All | +1,502.4% | -31.1% | +1,533.5% | +1,029.4% |
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