+99.7%
CLF vs URI
+1,374.0%
-1,274.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -19.6% | -9.8% | -9.8% | -13.4% |
| 30D | -5.0% | +1.7% | -6.7% | -6.1% |
| 3M | -6.3% | -9.1% | +2.8% | -0.9% |
| 6M | +2.8% | +9.9% | -7.1% | -4.6% |
| YTD | -13.7% | +31.2% | -44.9% | -33.1% |
| 1Y | +13.6% | +25.9% | -12.4% | -9.3% |
| 3Y | -34.0% | +147.4% | -181.4% | -68.9% |
| 5Y | -48.7% | +179.7% | -228.5% | -78.5% |
| All | +99.7% | +1,374.0% | -1,274.3% | -78.1% |
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