+83.5%
CLF vs URI
+1,189.1%
-1,105.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +6.3% |
| 7D | -9.1% | -6.0% | -3.1% | -4.8% |
| 30D | -0.9% | +4.6% | -5.5% | -3.9% |
| 3M | +3.0% | -2.7% | +5.7% | +4.0% |
| 6M | +16.7% | +18.4% | -1.7% | +3.1% |
| YTD | -3.2% | +37.4% | -40.5% | -27.0% |
| 1Y | +24.6% | +30.4% | -5.7% | -2.6% |
| 3Y | -22.3% | +147.9% | -170.2% | -63.0% |
| 5Y | -41.2% | +202.1% | -243.3% | -76.4% |
| 10Y | +83.5% | +1,182.4% | -1,098.9% | -75.5% |
| All | +83.5% | +1,189.1% | -1,105.5% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling