+24.6%
CLF vs URA
-30.3%
+54.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.5% | +9.7% | +11.0% |
| 7D | -9.1% | +0.3% | -9.4% | -8.9% |
| 30D | -0.9% | -14.8% | +13.9% | +6.4% |
| 3M | +3.0% | -25.3% | +28.3% | +16.7% |
| 6M | +16.7% | -39.9% | +56.6% | +44.6% |
| YTD | -3.2% | -22.4% | +19.3% | +6.8% |
| 1Y | +24.6% | -29.0% | +53.6% | +44.4% |
| All | +24.6% | -30.3% | +54.9% | +44.4% |
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