+20.2%
CLF vs URA
-32.2%
+52.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -8.7% |
| 7D | -7.9% | -10.5% | +2.6% | -3.3% |
| 30D | +5.2% | -18.6% | +23.9% | +15.0% |
| 3M | +4.3% | -23.0% | +27.3% | +16.2% |
| 6M | +25.3% | -40.3% | +65.6% | +55.5% |
| YTD | -3.3% | -23.5% | +20.2% | +6.4% |
| 1Y | +20.2% | -31.1% | +51.3% | +41.5% |
| All | +20.2% | -32.2% | +52.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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