+1,763.7%
CLS vs URA
+33.4%
+1,730.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -2.4% |
| 7D | -22.2% | -4.1% | -18.0% | -19.7% |
| 30D | -44.4% | -19.0% | -25.4% | -35.5% |
| 3M | -34.3% | -25.1% | -9.2% | -20.2% |
| 6M | -50.1% | -44.5% | -5.6% | -26.6% |
| YTD | -30.1% | -24.3% | -5.8% | -15.4% |
| 1Y | -39.3% | -28.1% | -11.2% | -23.6% |
| 3Y | +732.7% | +40.7% | +692.0% | +614.4% |
| All | +1,763.7% | +33.4% | +1,730.3% | +1,475.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling