+210.4%
URI vs CRS
+1,394.1%
-1,183.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.8% |
| 7D | +2.5% | -3.1% | +5.6% | +3.6% |
| 30D | -12.5% | -19.6% | +7.1% | -5.5% |
| 3M | -6.2% | -8.1% | +1.9% | -3.8% |
| 6M | +25.9% | +18.6% | +7.3% | +16.8% |
| YTD | +26.2% | +45.9% | -19.7% | +8.1% |
| 1Y | +5.5% | +82.5% | -77.0% | -18.7% |
| 3Y | +125.0% | +648.9% | -523.9% | -9.8% |
| 5Y | +210.4% | +1,438.1% | -1,227.7% | -12.6% |
| All | +210.4% | +1,394.1% | -1,183.7% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling