-47.8%
CLF vs URA
+128.0%
-175.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +7.6% | +1.1% | +6.5% | +6.9% |
| 30D | -1.2% | +7.4% | -8.6% | -4.9% |
| 3M | -13.4% | -8.4% | -5.0% | -10.3% |
| 6M | +15.4% | -12.7% | +28.1% | +22.0% |
| YTD | -5.9% | +7.8% | -13.7% | -12.1% |
| 1Y | +18.8% | +19.5% | -0.6% | +5.1% |
| 3Y | -19.4% | +116.4% | -135.8% | -52.3% |
| All | -47.8% | +128.0% | -175.8% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling