+422.1%
CLF vs UMC
+157.8%
+264.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.5% | -0.5% | +4.0% |
| 7D | -14.1% | -9.2% | -4.9% | -10.6% |
| 30D | -5.5% | -35.1% | +29.6% | +12.1% |
| 3M | 0.0% | -20.5% | +20.5% | +8.1% |
| 6M | +11.3% | -1.7% | +13.0% | +5.7% |
| YTD | -7.7% | +92.8% | -100.5% | -36.1% |
| 1Y | +17.5% | +104.5% | -86.9% | -20.7% |
| 3Y | -25.4% | +129.8% | -155.3% | -53.0% |
| 5Y | -46.0% | +74.0% | -120.0% | -62.7% |
| 10Y | +80.1% | +1,198.4% | -1,118.4% | -50.7% |
| All | +422.1% | +157.8% | +264.3% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling