+960.5%
CL vs URI
+7,377.6%
-6,417.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | +0.5% |
| 7D | +5.9% | -12.9% | +18.9% | +7.0% |
| 30D | +13.8% | -3.4% | +17.2% | +14.0% |
| 3M | +6.4% | -10.0% | +16.4% | +7.1% |
| 6M | +15.6% | +12.2% | +3.4% | +14.2% |
| YTD | +27.9% | +29.8% | -1.9% | +24.5% |
| 1Y | +31.4% | +24.6% | +6.8% | +28.2% |
| 3Y | +41.4% | +137.6% | -96.2% | +29.7% |
| 5Y | +42.8% | +176.6% | -133.8% | +27.9% |
| 10Y | +79.7% | +1,402.6% | -1,322.9% | +35.9% |
| All | +960.5% | +7,377.6% | -6,417.1% | +525.2% |
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