+848.5%
CL vs URI
+7,134.6%
-6,286.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -2.2% | -2.0% | -0.2% | -2.0% |
| 30D | -4.8% | -12.9% | +8.1% | -3.9% |
| 3M | +4.9% | -6.7% | +11.6% | +5.2% |
| 6M | -5.7% | +19.0% | -24.7% | -7.4% |
| YTD | +14.4% | +25.5% | -11.2% | +11.7% |
| 1Y | +8.7% | +5.5% | +3.2% | +7.5% |
| 3Y | +30.0% | +111.3% | -81.3% | +20.3% |
| 5Y | +28.4% | +198.6% | -170.2% | +14.3% |
| 10Y | +50.1% | +1,179.9% | -1,129.8% | +15.0% |
| All | +848.5% | +7,134.6% | -6,286.1% | +461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling