-34.0%
CLF vs URI
+138.8%
-172.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -19.6% | -9.8% | -9.8% | -15.0% |
| 30D | -5.0% | +1.7% | -6.7% | -5.6% |
| 3M | -6.3% | -9.1% | +2.8% | -2.0% |
| 6M | +2.8% | +9.9% | -7.1% | -2.2% |
| YTD | -13.7% | +31.2% | -44.9% | -28.3% |
| 1Y | +13.6% | +25.9% | -12.4% | -3.0% |
| 3Y | -34.0% | +147.4% | -181.4% | -60.2% |
| All | -34.0% | +138.8% | -172.8% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling