+32.1%
CL vs URA
-32.2%
+64.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.3% | +3.2% |
| 7D | +7.7% | -10.5% | +18.2% | +6.8% |
| 30D | +15.2% | -18.6% | +33.9% | +13.6% |
| 3M | +7.3% | -23.0% | +30.4% | +5.6% |
| 6M | +17.0% | -40.3% | +57.3% | +14.3% |
| YTD | +28.0% | -23.5% | +51.5% | +29.8% |
| 1Y | +32.1% | -31.1% | +63.2% | +32.2% |
| All | +32.1% | -32.2% | +64.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling