+20.4%
CLF vs UMC
+117.0%
-96.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.8% |
| 7D | +10.4% | +11.2% | -0.8% | +8.3% |
| 30D | +0.6% | -28.0% | +28.6% | +5.0% |
| 3M | +4.1% | -20.5% | +24.7% | +6.6% |
| 6M | +15.1% | -1.6% | +16.7% | +13.9% |
| YTD | -4.7% | +99.4% | -104.1% | +2.9% |
| 1Y | +20.4% | +120.4% | -100.0% | +30.6% |
| All | +20.4% | +117.0% | -96.7% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling