+2,156.3%
CLS vs URA
-51.6%
+2,208.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.8% |
| 7D | -22.2% | -4.1% | -18.0% | -20.2% |
| 30D | -44.4% | -19.0% | -25.4% | -37.4% |
| 3M | -34.3% | -25.1% | -9.2% | -23.2% |
| 6M | -50.1% | -44.5% | -5.6% | -31.7% |
| YTD | -30.1% | -24.3% | -5.8% | -18.1% |
| 1Y | -39.3% | -28.1% | -11.2% | -26.5% |
| 3Y | +732.7% | +40.7% | +692.0% | +641.3% |
| 5Y | +1,777.2% | +35.5% | +1,741.7% | +1,527.9% |
| 10Y | +1,645.6% | +281.2% | +1,364.5% | +785.1% |
| All | +2,156.3% | -51.6% | +2,208.0% | +2,266.9% |
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