+35.1%
CLS vs URA
+20.2%
+14.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +3.2% |
| 7D | +12.8% | +8.1% | +4.7% | +6.4% |
| 30D | +3.8% | +5.8% | -1.9% | -0.6% |
| 3M | -14.6% | +3.4% | -18.1% | -17.1% |
| 6M | +32.2% | -2.6% | +34.9% | +34.6% |
| YTD | +11.6% | +11.2% | +0.5% | +2.3% |
| 1Y | +35.1% | +19.8% | +15.2% | +22.4% |
| All | +35.1% | +20.2% | +14.8% | +22.4% |
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