+1,340.7%
URI vs CRL
+386.8%
+953.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.7% | -2.3% |
| 7D | -9.8% | -6.1% | -3.7% | -7.5% |
| 30D | +1.7% | +12.4% | -10.6% | -3.9% |
| 3M | -9.1% | +27.1% | -36.2% | -19.2% |
| 6M | +9.9% | +85.7% | -75.9% | -18.9% |
| YTD | +31.2% | +69.2% | -38.0% | -1.2% |
| 1Y | +25.9% | +97.5% | -71.6% | -12.2% |
| 3Y | +147.4% | +86.1% | +61.3% | +61.8% |
| 5Y | +179.7% | -10.0% | +189.8% | +165.2% |
| All | +1,340.7% | +386.8% | +953.9% | +324.6% |
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