+120.0%
CLF vs UL
+67.3%
+52.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | -1.3% | +8.9% | +8.0% |
| 30D | -1.2% | +0.5% | -1.7% | -1.4% |
| 3M | -13.4% | +17.6% | -31.0% | -18.0% |
| 6M | +15.4% | -5.4% | +20.8% | +16.8% |
| YTD | -5.9% | +0.7% | -6.6% | -6.6% |
| 1Y | +18.8% | -9.3% | +28.1% | +21.4% |
| 3Y | -19.4% | +24.5% | -43.9% | -28.2% |
| 5Y | -47.7% | +23.2% | -70.9% | -53.7% |
| All | +120.0% | +67.3% | +52.7% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling