+1,135.8%
URI vs CRL
+350.3%
+785.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.9% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +8.9% | +11.9% | -3.0% | +3.1% |
| 3M | +0.5% | +20.2% | -19.6% | -8.2% |
| 6M | +20.7% | +107.5% | -86.9% | -14.8% |
| YTD | +40.0% | +69.4% | -29.4% | +5.8% |
| 1Y | +34.4% | +99.7% | -65.3% | -6.4% |
| 3Y | +149.5% | +98.8% | +50.7% | +58.3% |
| 5Y | +205.6% | -12.4% | +218.0% | +195.1% |
| All | +1,135.8% | +350.3% | +785.6% | +377.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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