+84.9%
CL vs URA
+289.1%
-204.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +11.8% | -14.8% | +26.5% | +12.4% |
| 3M | +5.9% | -25.3% | +31.2% | +7.0% |
| 6M | +13.3% | -39.9% | +53.2% | +15.6% |
| YTD | +27.1% | -22.4% | +49.5% | +27.4% |
| 1Y | +28.0% | -29.0% | +57.0% | +28.8% |
| 3Y | +39.4% | +41.0% | -1.6% | +31.2% |
| 5Y | +40.8% | +38.3% | +2.4% | +31.2% |
| 10Y | +84.9% | +276.1% | -191.2% | +29.0% |
| All | +84.9% | +289.1% | -204.2% | +29.0% |
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