-37.2%
CLF vs UMAC
+237.0%
-274.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +13.3% | -6.3% | +6.0% |
| 7D | -14.1% | -5.5% | -8.5% | -13.7% |
| 30D | -5.5% | -35.3% | +29.7% | -2.9% |
| 3M | 0.0% | -48.4% | +48.4% | +3.6% |
| 6M | +11.3% | +0.4% | +10.8% | +9.7% |
| YTD | -7.7% | +5.8% | -13.5% | -10.5% |
| 1Y | +17.5% | +27.3% | -9.7% | +12.5% |
| All | -37.2% | +237.0% | -274.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling