+64.2%
CLBK vs URA
+334.5%
-270.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | -1.5% | +5.7% | -7.2% | -2.2% |
| 30D | +6.7% | +5.6% | +1.1% | +5.7% |
| 3M | +21.2% | +6.2% | +14.9% | +19.7% |
| 6M | +42.0% | -8.2% | +50.2% | +42.5% |
| YTD | +63.3% | +9.7% | +53.6% | +58.2% |
| 1Y | +65.4% | +17.0% | +48.4% | +57.0% |
| 3Y | +52.5% | +118.5% | -66.0% | +25.2% |
| 5Y | +42.0% | +134.3% | -92.4% | +8.8% |
| All | +64.2% | +334.5% | -270.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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