+3,231.7%
CLS vs URI
+2,458.6%
+773.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | +4.6% | -2.0% | +6.5% | +5.4% |
| 30D | -13.9% | -12.9% | -1.0% | -9.5% |
| 3M | -26.6% | -6.7% | -19.8% | -25.0% |
| 6M | +15.4% | +19.0% | -3.6% | +6.3% |
| YTD | +5.7% | +25.5% | -19.9% | -5.1% |
| 1Y | +41.1% | +5.5% | +35.6% | +34.8% |
| 3Y | +1,228.6% | +111.3% | +1,117.3% | +895.1% |
| 5Y | +3,240.6% | +198.6% | +3,042.1% | +2,092.1% |
| 10Y | +2,760.3% | +1,179.9% | +1,580.4% | +960.8% |
| All | +3,231.7% | +2,458.6% | +773.2% | +348.5% |
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 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