+206.4%
CLSK vs URI
+126.5%
+79.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +5.8% |
| 7D | +21.9% | +2.5% | +19.4% | +19.5% |
| 30D | +9.6% | -12.5% | +22.1% | +22.0% |
| 3M | -18.4% | -6.2% | -12.2% | -15.2% |
| 6M | +46.4% | +25.9% | +20.5% | +13.5% |
| YTD | +33.2% | +26.2% | +7.0% | +0.2% |
| 1Y | +47.0% | +5.5% | +41.5% | +32.5% |
| 3Y | +206.4% | +125.0% | +81.4% | +41.5% |
| All | +206.4% | +126.5% | +79.9% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling