+20.2%
CLF vs UMAC
+2.9%
+17.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -10.9% | +1.7% | -7.9% |
| 7D | -7.9% | -26.0% | +18.2% | -4.7% |
| 30D | +5.2% | -40.3% | +45.6% | +11.5% |
| 3M | +4.3% | -51.1% | +55.4% | +11.6% |
| 6M | +25.3% | -5.6% | +30.9% | +24.2% |
| YTD | -3.3% | +2.3% | -5.6% | -9.2% |
| 1Y | +20.2% | +7.9% | +12.4% | +11.1% |
| All | +20.2% | +2.9% | +17.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling