-26.8%
CLS vs URA
-26.7%
-0.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +7.2% |
| 7D | +2.8% | +2.9% | -0.1% | +0.5% |
| 30D | -30.1% | -10.8% | -19.3% | -21.8% |
| 3M | -21.7% | -25.5% | +3.8% | +1.1% |
| 6M | -36.2% | -41.2% | +5.0% | -0.3% |
| YTD | -17.8% | -21.3% | +3.4% | -7.7% |
| 1Y | -26.8% | -25.7% | -1.1% | -9.3% |
| All | -26.8% | -26.7% | -0.1% | -9.3% |
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 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