-49.6%
CLF vs URI
+178.2%
-227.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.1% | -5.1% | -7.9% |
| 7D | -21.0% | -12.9% | -8.0% | -13.7% |
| 30D | -8.0% | -3.4% | -4.6% | -6.0% |
| 3M | -10.9% | -10.0% | -0.9% | -5.6% |
| 6M | +5.8% | +12.2% | -6.4% | -2.0% |
| YTD | -15.1% | +29.8% | -44.9% | -32.1% |
| 1Y | +7.2% | +24.6% | -17.4% | -11.7% |
| 3Y | -34.2% | +137.6% | -171.8% | -67.2% |
| 5Y | -49.6% | +176.6% | -226.2% | -78.9% |
| All | -49.6% | +178.2% | -227.8% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling