+125.0%
URI vs CRS
+653.3%
-528.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.5% |
| 7D | +2.5% | -3.1% | +5.6% | +3.4% |
| 30D | -12.5% | -19.6% | +7.1% | -7.1% |
| 3M | -6.2% | -8.1% | +1.9% | -4.2% |
| 6M | +25.9% | +18.6% | +7.3% | +19.3% |
| YTD | +26.2% | +45.9% | -19.7% | +12.8% |
| 1Y | +5.5% | +82.5% | -77.0% | -12.2% |
| 3Y | +125.0% | +648.9% | -523.9% | +30.3% |
| All | +125.0% | +653.3% | -528.3% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling