+630.6%
CLF vs UL
+2,738.5%
-2,107.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.9% |
| 7D | -19.6% | +1.1% | -20.7% | -20.3% |
| 30D | -5.0% | +8.2% | -13.2% | -9.2% |
| 3M | -6.3% | +4.5% | -10.8% | -9.2% |
| 6M | +2.8% | +12.6% | -9.8% | -4.8% |
| YTD | -13.7% | +3.5% | -17.2% | -17.0% |
| 1Y | +13.6% | -0.4% | +14.0% | +11.1% |
| 3Y | -34.0% | +36.0% | -70.0% | -46.5% |
| 5Y | -48.7% | +30.9% | -79.7% | -58.5% |
| 10Y | +113.4% | +97.5% | +15.9% | +33.3% |
| All | +630.6% | +2,738.5% | -2,107.9% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling