-25.4%
CLF vs UMC
+126.5%
-151.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.5% | -0.5% | +4.9% |
| 7D | -14.1% | -9.2% | -4.9% | -11.8% |
| 30D | -5.5% | -35.1% | +29.6% | +5.1% |
| 3M | 0.0% | -20.5% | +20.5% | +4.8% |
| 6M | +11.3% | -1.7% | +13.0% | +5.4% |
| YTD | -7.7% | +92.8% | -100.5% | -32.6% |
| 1Y | +17.5% | +104.5% | -86.9% | -16.8% |
| 3Y | -25.4% | +129.8% | -155.3% | -51.4% |
| All | -25.4% | +126.5% | -151.9% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling