+86.2%
CL vs URA
+272.2%
-186.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | 0.0% |
| 7D | -0.8% | +4.5% | -5.3% | -1.0% |
| 30D | +9.5% | -13.4% | +22.9% | +10.0% |
| 3M | +6.6% | -28.4% | +35.1% | +7.9% |
| 6M | +13.2% | -40.5% | +53.7% | +15.5% |
| YTD | +26.9% | -24.3% | +51.1% | +27.2% |
| 1Y | +27.6% | -28.8% | +56.4% | +28.3% |
| 3Y | +39.1% | +37.6% | +1.5% | +31.1% |
| 5Y | +41.3% | +30.7% | +10.6% | +32.3% |
| All | +86.2% | +272.2% | -186.0% | +31.8% |
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