+20.4%
CLF vs URA
-29.3%
+49.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | +10.4% | -1.5% | +11.9% | +11.0% |
| 30D | +0.6% | -10.4% | +11.0% | +5.5% |
| 3M | +4.1% | -29.6% | +33.8% | +20.7% |
| 6M | +15.1% | -40.3% | +55.4% | +42.5% |
| YTD | -4.7% | -25.5% | +20.7% | +8.1% |
| 1Y | +20.4% | -26.4% | +46.8% | +37.2% |
| All | +20.4% | -29.3% | +49.7% | +37.2% |
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