+3,309.9%
CLS vs URA
-31.1%
+3,341.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +4.6% | +1.1% | +3.5% | +4.1% |
| 30D | -13.9% | +7.4% | -21.3% | -17.0% |
| 3M | -26.6% | -8.4% | -18.2% | -22.9% |
| 6M | +15.4% | -12.7% | +28.1% | +24.6% |
| YTD | +5.7% | +7.8% | -2.1% | +2.4% |
| 1Y | +41.1% | +19.5% | +21.7% | +30.7% |
| 3Y | +1,228.6% | +116.4% | +1,112.2% | +846.0% |
| 5Y | +3,240.6% | +134.3% | +3,106.4% | +2,071.3% |
| 10Y | +2,760.3% | +359.3% | +2,401.1% | +1,184.3% |
| All | +3,309.9% | -31.1% | +3,341.0% | +2,860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling