+7,712.8%
URI vs CRS
+2,166.6%
+5,546.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 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