+848.2%
CLS vs URI
+158.6%
+689.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.3% | +6.1% |
| 7D | +2.8% | +2.4% | +0.4% | +1.9% |
| 30D | -30.1% | +8.9% | -39.0% | -32.9% |
| 3M | -21.7% | +0.8% | -22.5% | -21.9% |
| 6M | -36.2% | +23.1% | -59.4% | -43.6% |
| YTD | -17.8% | +43.1% | -60.9% | -36.2% |
| 1Y | -26.8% | +35.7% | -62.5% | -40.8% |
| All | +848.2% | +158.6% | +689.6% | +417.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling