+204.5%
URI vs CLBK
+27.8%
+176.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | +6.7% | +0.9% | +5.8% | +6.4% |
| 30D | +8.9% | +3.4% | +5.5% | +7.5% |
| 3M | +0.5% | -4.3% | +4.8% | +2.2% |
| 6M | +20.7% | +28.4% | -7.7% | +8.4% |
| YTD | +40.0% | +59.4% | -19.4% | +14.8% |
| 1Y | +34.4% | +64.8% | -30.4% | +8.5% |
| 3Y | +149.5% | +50.6% | +98.9% | +105.9% |
| All | +204.5% | +27.8% | +176.8% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling