+891.5%
CLS vs URA
+37.6%
+853.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +7.6% |
| 7D | +23.5% | +4.5% | +19.1% | +19.0% |
| 30D | -28.9% | -13.4% | -15.5% | -19.5% |
| 3M | -25.2% | -28.4% | +3.2% | -2.5% |
| 6M | -32.1% | -40.5% | +8.4% | +1.9% |
| YTD | -14.1% | -24.3% | +10.2% | +5.8% |
| 1Y | -24.1% | -28.8% | +4.8% | -1.1% |
| All | +891.5% | +37.6% | +853.9% | +690.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling