+1,182.4%
URI vs CRS
+849.0%
+333.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -0.9% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | +4.6% | -22.9% | +27.5% | +15.5% |
| 3M | -2.7% | -46.8% | +44.1% | +27.4% |
| 6M | +18.4% | -30.4% | +48.8% | +35.2% |
| YTD | +37.4% | -5.4% | +42.7% | +33.4% |
| 1Y | +30.4% | -9.0% | +39.3% | +28.7% |
| 3Y | +147.9% | +352.2% | -204.2% | -3.6% |
| 5Y | +202.1% | +852.2% | -650.2% | -27.0% |
| 10Y | +1,182.4% | +862.6% | +319.8% | +175.5% |
| All | +1,182.4% | +849.0% | +333.5% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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