+432.4%
CLF vs UMC
+259.6%
+172.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | 0.0% |
| 7D | +7.6% | +5.0% | +2.6% | +5.4% |
| 30D | -1.2% | +7.7% | -8.9% | -4.3% |
| 3M | -13.4% | +1.7% | -15.0% | -17.2% |
| 6M | +15.4% | +113.9% | -98.5% | -19.9% |
| YTD | -5.9% | +168.9% | -174.8% | -42.3% |
| 1Y | +18.8% | +207.2% | -188.4% | -31.2% |
| 3Y | -19.4% | +227.7% | -247.1% | -55.5% |
| 5Y | -47.7% | +118.0% | -165.8% | -66.7% |
| 10Y | +130.4% | +1,682.1% | -1,551.7% | -43.8% |
| All | +432.4% | +259.6% | +172.7% | +36.6% |
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 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