+39.9%
CL vs URI
+166.6%
-126.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +1.3% | -9.8% | +11.1% | +1.6% |
| 30D | +11.4% | +1.7% | +9.6% | +11.3% |
| 3M | +4.4% | -9.1% | +13.5% | +4.6% |
| 6M | +10.8% | +9.9% | +0.9% | +10.2% |
| YTD | +25.1% | +31.2% | -6.1% | +23.4% |
| 1Y | +28.0% | +25.9% | +2.0% | +26.3% |
| 3Y | +37.6% | +147.4% | -109.8% | +29.2% |
| All | +39.9% | +166.6% | -126.7% | +30.3% |
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