+1,271.8%
URI vs CRS
+1,345.8%
-73.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +5.0% | -0.5% | +5.5% | +5.2% |
| 30D | -9.4% | -18.1% | +8.7% | -0.8% |
| 3M | -5.8% | -12.4% | +6.6% | -0.6% |
| 6M | +25.8% | +15.9% | +9.9% | +14.9% |
| YTD | +27.9% | +45.8% | -17.9% | +4.0% |
| 1Y | +9.7% | +87.8% | -78.0% | -23.8% |
| 3Y | +128.0% | +648.7% | -520.7% | -28.5% |
| 5Y | +212.4% | +1,416.6% | -1,204.2% | -37.6% |
| 10Y | +1,271.8% | +1,412.7% | -140.9% | +130.7% |
| All | +1,271.8% | +1,345.8% | -73.9% | +130.7% |
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