-21.9%
CLF vs USAR
-18.3%
-3.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.7% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +1.9% | -30.1% | +32.0% | +5.2% |
| 3M | +5.9% | -56.3% | +62.2% | +14.1% |
| 6M | +16.9% | -68.6% | +85.5% | +28.9% |
| YTD | -1.1% | -30.5% | +29.5% | +1.2% |
| 1Y | +28.8% | -53.5% | +82.3% | +34.9% |
| 3Y | -20.6% | -19.3% | -1.3% | -11.6% |
| All | -21.9% | -18.3% | -3.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling