+127.6%
CLF vs UMC
+1,867.9%
-1,740.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -3.1% |
| 7D | -2.7% | +13.6% | -16.3% | -7.3% |
| 30D | -3.2% | +20.8% | -24.0% | -10.1% |
| 3M | -5.0% | +16.1% | -21.1% | -13.8% |
| 6M | +26.6% | +137.3% | -110.7% | -15.2% |
| YTD | -9.0% | +193.8% | -202.7% | -46.1% |
| 1Y | +11.8% | +236.1% | -224.2% | -37.7% |
| 3Y | -15.1% | +267.1% | -282.2% | -55.6% |
| 5Y | -48.2% | +145.3% | -193.5% | -69.0% |
| 10Y | +127.6% | +1,857.3% | -1,729.7% | -49.2% |
| All | +127.6% | +1,867.9% | -1,740.3% | -49.2% |
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