+11.8%
CLF vs UMAC
+141.5%
-129.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -0.7% |
| 7D | -2.7% | +3.3% | -5.9% | -3.2% |
| 30D | -3.2% | -10.4% | +7.2% | -2.8% |
| 3M | -5.0% | +1.8% | -6.7% | -7.5% |
| 6M | +26.6% | +40.7% | -14.1% | +14.6% |
| YTD | -9.0% | +90.9% | -99.9% | -24.5% |
| 1Y | +11.8% | +151.8% | -139.9% | -5.9% |
| All | +11.8% | +141.5% | -129.7% | -5.9% |
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