+62.8%
CLBK vs URA
+207.4%
-144.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +5.4% | -14.8% | +20.2% | +7.5% |
| 3M | +5.8% | -25.3% | +31.1% | +9.7% |
| 6M | +28.9% | -39.9% | +68.8% | +37.4% |
| YTD | +61.8% | -22.4% | +84.3% | +64.0% |
| 1Y | +63.1% | -29.0% | +92.1% | +67.3% |
| 3Y | +55.3% | +41.0% | +14.4% | +36.3% |
| 5Y | +28.0% | +38.3% | -10.3% | +10.1% |
| All | +62.8% | +207.4% | -144.6% | -15.3% |
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