+83.1%
CL vs URA
+277.9%
-194.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -0.8% | +2.9% | -3.6% | -0.9% |
| 30D | +9.5% | -10.8% | +20.4% | +9.9% |
| 3M | +6.8% | -25.5% | +32.3% | +7.9% |
| 6M | +14.3% | -41.2% | +55.5% | +16.7% |
| YTD | +26.3% | -21.3% | +47.5% | +26.5% |
| 1Y | +25.6% | -25.7% | +51.3% | +26.1% |
| 3Y | +38.5% | +43.1% | -4.6% | +30.3% |
| 5Y | +40.7% | +35.6% | +5.1% | +31.6% |
| 10Y | +83.1% | +281.3% | -198.2% | +28.3% |
| All | +83.1% | +277.9% | -194.9% | +28.3% |
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