+5,570.4%
URI vs CRL
+1,379.5%
+4,190.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | -2.0% | -1.0% | -0.9% | -1.6% |
| 30D | -12.9% | +10.7% | -23.6% | -16.9% |
| 3M | -6.7% | +55.3% | -62.0% | -23.9% |
| 6M | +19.0% | +60.7% | -41.7% | -6.5% |
| YTD | +25.5% | +44.6% | -19.1% | +2.7% |
| 1Y | +5.5% | +77.7% | -72.2% | -22.2% |
| 3Y | +111.3% | +37.6% | +73.7% | +62.7% |
| 5Y | +198.6% | -35.8% | +234.4% | +214.7% |
| 10Y | +1,179.9% | +241.7% | +938.2% | +502.2% |
| All | +5,570.4% | +1,379.5% | +4,190.9% | +1,649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling