+33.1%
URI vs CRL
+111.4%
-78.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.7% | +2.2% | +6.0% |
| 7D | -4.0% | +4.4% | -8.4% | -4.7% |
| 30D | +6.8% | +17.1% | -10.3% | +4.2% |
| 3M | -2.8% | +32.1% | -34.9% | -6.9% |
| 6M | +20.9% | +98.9% | -78.1% | +9.2% |
| YTD | +40.2% | +77.1% | -36.9% | +30.6% |
| All | +33.1% | +111.4% | -78.3% | +14.3% |
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