+60.3%
CLBK vs URA
+195.3%
-134.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.1% |
| 30D | +3.4% | -10.4% | +13.8% | +4.8% |
| 3M | -4.3% | -29.6% | +25.4% | +0.1% |
| 6M | +28.4% | -40.3% | +68.6% | +36.9% |
| YTD | +59.4% | -25.5% | +84.9% | +62.4% |
| 1Y | +64.8% | -26.4% | +91.2% | +67.9% |
| 3Y | +50.6% | +31.4% | +19.2% | +33.6% |
| 5Y | +28.3% | +28.6% | -0.3% | +12.0% |
| All | +60.3% | +195.3% | -134.9% | -16.1% |
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