+83.5%
CLF vs URA
+289.1%
-205.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.5% | +9.7% | +10.7% |
| 7D | -9.1% | +0.3% | -9.4% | -8.8% |
| 30D | -0.9% | -14.8% | +13.9% | +9.0% |
| 3M | +3.0% | -25.3% | +28.3% | +21.4% |
| 6M | +16.7% | -39.9% | +56.6% | +55.6% |
| YTD | -3.2% | -22.4% | +19.3% | +7.1% |
| 1Y | +24.6% | -29.0% | +53.6% | +44.7% |
| 3Y | -22.3% | +41.0% | -63.3% | -46.9% |
| 5Y | -41.2% | +38.3% | -79.5% | -61.4% |
| 10Y | +83.5% | +276.1% | -192.5% | -32.1% |
| All | +83.5% | +289.1% | -205.5% | -32.1% |
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