+49.3%
CL vs URA
+359.3%
-309.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.2% |
| 30D | -4.8% | +7.4% | -12.2% | -5.2% |
| 3M | +4.9% | -8.4% | +13.3% | +5.2% |
| 6M | -5.7% | -12.7% | +7.0% | -5.3% |
| YTD | +14.4% | +7.8% | +6.6% | +13.2% |
| 1Y | +8.7% | +19.5% | -10.7% | +6.4% |
| 3Y | +30.0% | +116.4% | -86.4% | +19.6% |
| 5Y | +28.4% | +134.3% | -105.9% | +14.5% |
| All | +49.3% | +359.3% | -309.9% | +17.1% |
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