+41.1%
CLS vs URI
+7.3%
+33.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | +4.6% | -2.0% | +6.5% | +5.1% |
| 30D | -13.9% | -12.9% | -1.0% | -10.7% |
| 3M | -26.6% | -6.7% | -19.8% | -25.2% |
| 6M | +15.4% | +19.0% | -3.6% | +8.6% |
| YTD | +5.7% | +25.5% | -19.9% | -2.9% |
| 1Y | +41.1% | +5.5% | +35.6% | +32.9% |
| All | +41.1% | +7.3% | +33.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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