-81.1%
CLF vs URA
-53.7%
-27.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.3% | -7.0% | -8.8% |
| 7D | -21.0% | -13.3% | -7.7% | -13.1% |
| 30D | -8.0% | -25.9% | +17.9% | +11.7% |
| 3M | -10.9% | -27.8% | +16.9% | +8.9% |
| 6M | +5.8% | -42.8% | +48.7% | +49.6% |
| YTD | -15.1% | -27.5% | +12.4% | -1.3% |
| 1Y | +7.2% | -35.1% | +42.4% | +33.5% |
| 3Y | -34.2% | +31.1% | -65.2% | -54.7% |
| 5Y | -49.6% | +29.8% | -79.4% | -67.1% |
| 10Y | +109.9% | +265.1% | -155.2% | -44.9% |
| All | -81.1% | -53.7% | -27.5% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling