-41.2%
CLF vs URA
+32.3%
-73.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.5% | +9.7% | +10.9% |
| 7D | -9.1% | +0.3% | -9.4% | -8.9% |
| 30D | -0.9% | -14.8% | +13.9% | +7.5% |
| 3M | +3.0% | -25.3% | +28.3% | +18.6% |
| 6M | +16.7% | -39.9% | +56.6% | +49.3% |
| YTD | -3.2% | -22.4% | +19.3% | +6.1% |
| 1Y | +24.6% | -29.0% | +53.6% | +42.4% |
| 3Y | -22.3% | +41.0% | -63.3% | -43.6% |
| 5Y | -41.2% | +38.3% | -79.5% | -61.3% |
| All | -41.2% | +32.3% | -73.5% | -61.3% |
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