+83.5%
CLF vs UMC
+1,240.7%
-1,157.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.5% |
| 7D | -9.1% | -8.3% | -0.8% | -5.9% |
| 30D | -0.9% | -34.5% | +33.6% | +15.7% |
| 3M | +3.0% | -20.0% | +22.9% | +10.3% |
| 6M | +16.7% | -0.7% | +17.4% | +9.7% |
| YTD | -3.2% | +94.7% | -97.9% | -33.9% |
| 1Y | +24.6% | +106.0% | -81.4% | -17.2% |
| 3Y | -22.3% | +124.3% | -146.6% | -51.4% |
| 5Y | -41.2% | +78.0% | -119.2% | -60.8% |
| All | +83.5% | +1,240.7% | -1,157.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling