+89.6%
CL vs URA
+266.3%
-176.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +3.2% | -1.5% | +4.8% | +3.3% |
| 30D | +8.0% | -10.4% | +18.5% | +8.4% |
| 3M | +7.9% | -29.6% | +37.5% | +9.2% |
| 6M | +14.7% | -40.3% | +55.0% | +16.9% |
| YTD | +29.2% | -25.5% | +54.6% | +29.6% |
| 1Y | +29.5% | -26.4% | +56.0% | +30.0% |
| 3Y | +40.7% | +31.4% | +9.2% | +33.0% |
| 5Y | +43.9% | +28.6% | +15.3% | +34.8% |
| All | +89.6% | +266.3% | -176.7% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling