+73.4%
CL vs URI
+1,374.0%
-1,300.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +1.3% | -9.8% | +11.1% | +2.0% |
| 30D | +11.4% | +1.7% | +9.6% | +11.1% |
| 3M | +4.4% | -9.1% | +13.5% | +5.0% |
| 6M | +10.8% | +9.9% | +0.9% | +9.6% |
| YTD | +25.1% | +31.2% | -6.1% | +21.7% |
| 1Y | +28.0% | +25.9% | +2.0% | +24.8% |
| 3Y | +37.6% | +147.4% | -109.8% | +24.8% |
| 5Y | +39.7% | +179.7% | -140.0% | +23.3% |
| All | +73.4% | +1,374.0% | -1,300.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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