+122.1%
URI vs CLBK
+57.4%
+64.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +1.2% | -3.2% | -2.5% |
| 30D | -12.9% | +9.1% | -22.1% | -16.5% |
| 3M | -6.7% | +27.7% | -34.4% | -17.4% |
| 6M | +19.0% | +40.8% | -21.8% | +0.2% |
| YTD | +25.5% | +66.4% | -40.9% | -3.1% |
| 1Y | +5.5% | +72.4% | -66.8% | -20.5% |
| All | +122.1% | +57.4% | +64.7% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling