+2,104.6%
CLS vs URI
+2,574.4%
-469.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -22.2% | -9.8% | -12.4% | -18.9% |
| 30D | -44.4% | +1.7% | -46.1% | -44.6% |
| 3M | -34.3% | -9.1% | -25.2% | -31.9% |
| 6M | -50.1% | +9.9% | -59.9% | -51.9% |
| YTD | -30.1% | +31.2% | -61.3% | -38.1% |
| 1Y | -39.3% | +25.9% | -65.3% | -45.3% |
| 3Y | +732.7% | +147.4% | +585.3% | +492.3% |
| 5Y | +1,777.2% | +179.7% | +1,597.5% | +1,161.5% |
| 10Y | +1,645.6% | +1,419.5% | +226.1% | +515.3% |
| All | +2,104.6% | +2,574.4% | -469.8% | +192.7% |
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 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