-27.1%
CLF vs USAR
-13.4%
-13.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.5% | +6.3% |
| 7D | -14.1% | -1.1% | -13.0% | -13.9% |
| 30D | -5.5% | -30.3% | +24.7% | -2.5% |
| 3M | 0.0% | -54.7% | +54.7% | +7.4% |
| 6M | +11.3% | -67.5% | +78.8% | +22.3% |
| YTD | -7.7% | -26.4% | +18.7% | -6.1% |
| 1Y | +17.5% | -49.5% | +67.1% | +22.3% |
| 3Y | -25.4% | -14.5% | -11.0% | -17.4% |
| All | -27.1% | -13.4% | -13.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling