+116.3%
CLF vs URA
+371.9%
-255.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -3.5% |
| 7D | +6.5% | +8.1% | -1.6% | +1.6% |
| 30D | +0.2% | +5.8% | -5.5% | -3.5% |
| 3M | -3.1% | +3.4% | -6.5% | -6.0% |
| 6M | +25.0% | -2.6% | +27.6% | +24.6% |
| YTD | -7.5% | +11.2% | -18.6% | -17.0% |
| 1Y | +11.5% | +19.8% | -8.3% | -5.3% |
| 3Y | -13.7% | +121.5% | -135.2% | -55.5% |
| 5Y | -47.0% | +134.5% | -181.4% | -75.8% |
| 10Y | +116.3% | +376.7% | -260.4% | -33.0% |
| All | +116.3% | +371.9% | -255.6% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling