+2,491.1%
CLS vs URI
+2,820.8%
-329.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.3% | +7.0% |
| 7D | +2.8% | +2.6% | +0.2% | +2.2% |
| 30D | -30.1% | +9.1% | -39.2% | -32.0% |
| 3M | -21.7% | +1.0% | -22.7% | -21.8% |
| 6M | -36.2% | +23.3% | -59.6% | -41.1% |
| YTD | -17.8% | +43.3% | -61.1% | -29.4% |
| 1Y | -26.8% | +35.9% | -62.7% | -35.7% |
| 3Y | +853.4% | +158.6% | +694.7% | +567.7% |
| 5Y | +2,005.0% | +213.1% | +1,791.9% | +1,260.2% |
| 10Y | +1,929.4% | +1,213.1% | +716.3% | +653.7% |
| All | +2,491.1% | +2,820.8% | -329.6% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling