-34.0%
CLF vs URA
+36.0%
-69.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.2% |
| 7D | -19.6% | -4.1% | -15.5% | -18.0% |
| 30D | -5.0% | -19.0% | +14.0% | +3.8% |
| 3M | -6.3% | -25.1% | +18.8% | +5.2% |
| 6M | +2.8% | -44.5% | +47.3% | +30.1% |
| YTD | -13.7% | -24.3% | +10.6% | -5.0% |
| 1Y | +13.6% | -28.1% | +41.7% | +27.3% |
| 3Y | -34.0% | +40.7% | -74.7% | -44.2% |
| All | -34.0% | +36.0% | -69.9% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling