+116.3%
CLF vs UL
+65.6%
+50.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +6.5% | -1.3% | +7.8% | +6.9% |
| 30D | +0.2% | +0.9% | -0.7% | -0.1% |
| 3M | -3.1% | +14.2% | -17.3% | -7.4% |
| 6M | +25.0% | -3.2% | +28.2% | +25.6% |
| YTD | -7.5% | -0.3% | -7.1% | -7.9% |
| 1Y | +11.5% | -8.8% | +20.3% | +13.8% |
| 3Y | -13.7% | +23.9% | -37.6% | -23.0% |
| 5Y | -47.0% | +21.4% | -68.3% | -52.8% |
| 10Y | +116.3% | +66.7% | +49.7% | +106.0% |
| All | +116.3% | +65.6% | +50.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded UL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling