+42.8%
CL vs URA
+27.0%
+15.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.2% |
| 7D | +5.9% | -13.3% | +19.2% | +5.7% |
| 30D | +13.8% | -25.9% | +39.6% | +13.4% |
| 3M | +6.4% | -27.8% | +34.2% | +6.0% |
| 6M | +15.6% | -42.8% | +58.5% | +15.3% |
| YTD | +27.9% | -27.5% | +55.4% | +27.4% |
| 1Y | +31.4% | -35.1% | +66.5% | +31.0% |
| 3Y | +41.4% | +31.1% | +10.3% | +37.2% |
| 5Y | +42.8% | +29.8% | +13.0% | +38.0% |
| All | +42.8% | +27.0% | +15.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling