+42.0%
CLBK vs URA
+132.7%
-90.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | -1.5% | +5.7% | -7.2% | -1.9% |
| 30D | +6.7% | +5.6% | +1.1% | +6.2% |
| 3M | +21.2% | +6.2% | +14.9% | +20.4% |
| 6M | +42.0% | -8.2% | +50.2% | +42.4% |
| YTD | +63.3% | +9.7% | +53.6% | +60.7% |
| 1Y | +65.4% | +17.0% | +48.4% | +61.1% |
| 3Y | +52.5% | +118.5% | -66.0% | +37.8% |
| 5Y | +42.0% | +134.3% | -92.4% | +27.0% |
| All | +42.0% | +132.7% | -90.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling