-47.8%
CLF vs URI
+200.7%
-248.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.8% |
| 7D | +7.6% | -2.0% | +9.6% | +8.7% |
| 30D | -1.2% | -12.9% | +11.8% | +7.1% |
| 3M | -13.4% | -6.7% | -6.6% | -9.9% |
| 6M | +15.4% | +19.0% | -3.6% | +0.2% |
| YTD | -5.9% | +25.5% | -31.4% | -22.9% |
| 1Y | +18.8% | +5.5% | +13.3% | +9.8% |
| 3Y | -19.4% | +111.3% | -130.7% | -56.2% |
| All | -47.8% | +200.7% | -248.4% | -79.9% |
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