+544.5%
URI vs CLBK
+66.9%
+477.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +2.5% | +1.1% | +1.4% | +1.8% |
| 30D | -12.5% | +7.8% | -20.3% | -16.6% |
| 3M | -6.2% | +23.9% | -30.1% | -18.4% |
| 6M | +25.9% | +42.3% | -16.4% | +0.2% |
| YTD | +26.2% | +65.4% | -39.2% | -9.1% |
| 1Y | +5.5% | +70.3% | -64.8% | -26.1% |
| 3Y | +125.0% | +54.5% | +70.5% | +61.6% |
| 5Y | +210.4% | +43.1% | +167.3% | +104.5% |
| All | +544.5% | +66.9% | +477.6% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling