+62.4%
CLBK vs URA
-30.3%
+92.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.9% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +4.9% | -14.8% | +19.7% | +5.3% |
| 3M | +5.3% | -25.3% | +30.6% | +6.1% |
| 6M | +28.3% | -39.9% | +68.3% | +30.7% |
| YTD | +61.1% | -22.4% | +83.5% | +60.5% |
| 1Y | +62.4% | -29.0% | +91.4% | +62.8% |
| All | +62.4% | -30.3% | +92.7% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling