-13.3%
CLF vs UMC
+234.1%
-247.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.6% |
| 7D | +7.6% | +5.0% | +2.6% | +6.2% |
| 30D | -1.2% | +7.7% | -8.9% | -3.2% |
| 3M | -13.4% | +1.7% | -15.0% | -16.5% |
| 6M | +15.4% | +113.9% | -98.5% | -11.9% |
| YTD | -5.9% | +168.9% | -174.8% | -36.3% |
| 1Y | +18.8% | +207.2% | -188.4% | -24.5% |
| All | -13.3% | +234.1% | -247.5% | -48.9% |
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