-23.5%
CLF vs USAR
-21.7%
-1.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.6% | +14.5% | +5.9% |
| 7D | -9.1% | -9.1% | 0.0% | -8.2% |
| 30D | -0.9% | -36.9% | +36.0% | +3.2% |
| 3M | +3.0% | -58.4% | +61.4% | +11.5% |
| 6M | +16.7% | -70.6% | +87.3% | +29.5% |
| YTD | -3.2% | -33.4% | +30.3% | -0.6% |
| 1Y | +24.6% | -54.0% | +78.6% | +30.7% |
| 3Y | -22.3% | -22.7% | +0.4% | -13.2% |
| All | -23.5% | -21.7% | -1.8% | -4.9% |
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