+39.9%
CL vs URA
+33.4%
+6.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -2.1% |
| 7D | +1.3% | -4.1% | +5.5% | +1.3% |
| 30D | +11.4% | -19.0% | +30.4% | +11.1% |
| 3M | +4.4% | -25.1% | +29.6% | +4.1% |
| 6M | +10.8% | -44.5% | +55.3% | +10.5% |
| YTD | +25.1% | -24.3% | +49.4% | +24.7% |
| 1Y | +28.0% | -28.1% | +56.1% | +27.6% |
| 3Y | +37.6% | +40.7% | -3.1% | +33.4% |
| All | +39.9% | +33.4% | +6.5% | +34.4% |
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