+30.0%
CL vs URI
+200.7%
-170.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -2.1% |
| 30D | -4.8% | -12.9% | +8.1% | -4.5% |
| 3M | +4.9% | -6.7% | +11.6% | +5.0% |
| 6M | -5.7% | +19.0% | -24.7% | -6.6% |
| YTD | +14.4% | +25.5% | -11.2% | +13.0% |
| 1Y | +8.7% | +5.5% | +3.2% | +8.0% |
| 3Y | +30.0% | +111.3% | -81.3% | +23.4% |
| All | +30.0% | +200.7% | -170.6% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling