+67.4%
CLBK vs URA
+327.1%
-259.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +9.1% | +7.4% | +1.7% | +7.9% |
| 3M | +27.7% | -8.4% | +36.1% | +28.7% |
| 6M | +40.8% | -12.7% | +53.5% | +42.4% |
| YTD | +66.4% | +7.8% | +58.6% | +61.6% |
| 1Y | +72.4% | +19.5% | +52.9% | +63.0% |
| 3Y | +50.7% | +116.4% | -65.7% | +23.8% |
| 5Y | +42.9% | +134.3% | -91.4% | +9.1% |
| All | +67.4% | +327.1% | -259.8% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling