-79.1%
CLF vs URA
-31.1%
-48.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +7.6% | +1.1% | +6.5% | +6.7% |
| 30D | -1.2% | +7.4% | -8.6% | -6.2% |
| 3M | -13.4% | -8.4% | -5.0% | -9.5% |
| 6M | +15.4% | -12.7% | +28.1% | +23.4% |
| YTD | -5.9% | +7.8% | -13.7% | -15.0% |
| 1Y | +18.8% | +19.5% | -0.6% | -1.3% |
| 3Y | -19.4% | +116.4% | -135.8% | -60.4% |
| 5Y | -47.7% | +134.3% | -182.0% | -77.9% |
| 10Y | +130.4% | +359.3% | -228.9% | -46.5% |
| All | -79.1% | -31.1% | -48.0% | -84.7% |
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