+212.6%
URI vs CRL
-12.2%
+224.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.4% |
| 7D | +2.4% | +5.0% | -2.6% | +0.8% |
| 30D | +8.9% | +13.5% | -4.6% | +4.1% |
| 3M | +0.8% | +21.5% | -20.7% | -6.2% |
| 6M | +23.1% | +103.4% | -80.3% | -4.6% |
| YTD | +43.1% | +71.8% | -28.7% | +15.7% |
| 1Y | +35.7% | +97.5% | -61.8% | +3.9% |
| 3Y | +158.2% | +99.2% | +58.9% | +84.8% |
| 5Y | +212.6% | -12.1% | +224.7% | +195.5% |
| All | +212.6% | -12.2% | +224.8% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling