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  • URI vs CRS✓SelectedUSD · CRSURI vs CRS performance historyLatest closeAs of+6.88%11/09
Stock and ETF performance explorer

URI vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,712.8%
CRS return
+2,166.6%
Excess return
+5,546.2%
Maximum drawdown
-93.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+6.9%+9.7%-2.8%+2.3%
7D-4.0%+4.9%-9.0%-6.1%
30D+6.8%-20.8%+27.6%+16.7%
3M-2.8%-46.4%+43.6%+27.1%
6M+20.9%-28.6%+49.4%+36.6%
YTD+40.2%-2.8%+43.1%+34.9%
1Y+34.1%-6.7%+40.8%+31.2%
3Y+164.1%+368.0%-203.9%+6.0%
5Y+199.3%+852.9%-653.5%-20.6%
10Y+1,218.8%+905.1%+313.7%+201.6%
All+7,712.8%+2,166.6%+5,546.2%+935.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling