Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLF vs URI✓SelectedUSD · URICLF vs URI performance historyLatest closeAs of+1.79%09/04
Stock and ETF performance explorer

CLF vs URI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+236.2%
URI return
+7,134.6%
Excess return
-6,898.4%
Maximum drawdown
-98.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioURIExcessAlpha
1D+1.8%+1.6%+0.2%+1.1%
7D+7.6%-2.0%+9.6%+8.4%
30D-1.2%-12.9%+11.8%+4.7%
3M-13.4%-6.7%-6.6%-10.8%
6M+15.4%+19.0%-3.6%+4.7%
YTD-5.9%+25.5%-31.4%-17.4%
1Y+18.8%+5.5%+13.3%+12.5%
3Y-19.4%+111.3%-130.7%-44.0%
5Y-47.7%+198.6%-246.3%-68.5%
10Y+130.4%+1,179.9%-1,049.5%-20.6%
All+236.2%+7,134.6%-6,898.4%-45.6%

Cumulative growth

Daily Returns

Daily percentage return beside URI.

Daily Out/Under-Performance

Portfolio return minus URI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × URI 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 URI 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