+236.2%
CLF vs URI
+7,134.6%
-6,898.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | +7.6% | -2.0% | +9.6% | +8.4% |
| 30D | -1.2% | -12.9% | +11.8% | +4.7% |
| 3M | -13.4% | -6.7% | -6.6% | -10.8% |
| 6M | +15.4% | +19.0% | -3.6% | +4.7% |
| YTD | -5.9% | +25.5% | -31.4% | -17.4% |
| 1Y | +18.8% | +5.5% | +13.3% | +12.5% |
| 3Y | -19.4% | +111.3% | -130.7% | -44.0% |
| 5Y | -47.7% | +198.6% | -246.3% | -68.5% |
| 10Y | +130.4% | +1,179.9% | -1,049.5% | -20.6% |
| All | +236.2% | +7,134.6% | -6,898.4% | -45.6% |
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