+1,761.1%
CLS vs URI
+1,189.1%
+572.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | -13.9% | -6.0% | -7.9% | -10.8% |
| 30D | -38.2% | +4.6% | -42.8% | -39.3% |
| 3M | -28.8% | -2.7% | -26.1% | -27.7% |
| 6M | -40.4% | +18.4% | -58.8% | -45.4% |
| YTD | -24.3% | +37.4% | -61.6% | -37.4% |
| 1Y | -35.0% | +30.4% | -65.4% | -44.7% |
| 3Y | +778.7% | +147.9% | +630.8% | +445.9% |
| 5Y | +1,884.8% | +202.1% | +1,682.8% | +988.9% |
| 10Y | +1,761.1% | +1,182.4% | +578.7% | +515.6% |
| All | +1,761.1% | +1,189.1% | +572.0% | +515.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling