+1,876.2%
CLS vs URI
+200.8%
+1,675.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.9% | +1.0% | +3.9% |
| 7D | -10.6% | -4.0% | -6.5% | -8.0% |
| 30D | -38.4% | +6.8% | -45.2% | -40.4% |
| 3M | -29.9% | -2.8% | -27.0% | -28.6% |
| 6M | -40.6% | +20.9% | -61.5% | -47.1% |
| YTD | -24.6% | +40.2% | -64.8% | -40.8% |
| 1Y | -30.8% | +34.1% | -64.9% | -43.9% |
| 3Y | +811.7% | +164.1% | +647.6% | +382.3% |
| All | +1,876.2% | +200.8% | +1,675.5% | +794.2% |
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