+1,763.7%
CLS vs URI
+166.6%
+1,597.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -22.2% | -9.8% | -12.4% | -17.1% |
| 30D | -44.4% | +1.7% | -46.1% | -44.7% |
| 3M | -34.3% | -9.1% | -25.2% | -30.6% |
| 6M | -50.1% | +9.9% | -59.9% | -53.0% |
| YTD | -30.1% | +31.2% | -61.3% | -43.0% |
| 1Y | -39.3% | +25.9% | -65.3% | -49.1% |
| 3Y | +732.7% | +147.4% | +585.3% | +356.9% |
| All | +1,763.7% | +166.6% | +1,597.1% | +799.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling