+25.9%
URI vs CRL
+101.2%
-75.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.7% | -0.2% |
| 7D | -9.8% | -6.1% | -3.7% | -9.0% |
| 30D | +1.7% | +12.4% | -10.6% | 0.0% |
| 3M | -9.1% | +27.1% | -36.2% | -12.3% |
| 6M | +9.9% | +85.7% | -75.9% | +0.3% |
| YTD | +31.2% | +69.2% | -38.0% | +23.3% |
| 1Y | +25.9% | +97.5% | -71.6% | +10.0% |
| All | +25.9% | +101.2% | -75.3% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling