-47.8%
CLF vs UL
+23.5%
-71.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | -1.3% | +8.9% | +7.8% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | -13.4% | +17.6% | -31.0% | -15.8% |
| 6M | +15.4% | -5.4% | +20.8% | +16.5% |
| YTD | -5.9% | +0.7% | -6.6% | -6.1% |
| 1Y | +18.8% | -9.3% | +28.1% | +20.4% |
| 3Y | -19.4% | +24.5% | -43.9% | -26.5% |
| All | -47.8% | +23.5% | -71.3% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling