+203.1%
CLF vs URI
+7,377.6%
-7,174.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.1% | -5.1% | -9.2% |
| 7D | -21.0% | -12.9% | -8.0% | -15.8% |
| 30D | -8.0% | -3.4% | -4.6% | -6.6% |
| 3M | -10.9% | -10.0% | -0.9% | -7.1% |
| 6M | +5.8% | +12.2% | -6.4% | +0.4% |
| YTD | -15.1% | +29.8% | -44.9% | -26.7% |
| 1Y | +7.2% | +24.6% | -17.4% | -5.7% |
| 3Y | -34.2% | +137.6% | -171.8% | -56.5% |
| 5Y | -49.6% | +176.6% | -226.2% | -68.7% |
| 10Y | +109.9% | +1,402.6% | -1,292.7% | -31.8% |
| All | +203.1% | +7,377.6% | -7,174.5% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling