-24.8%
CLF vs USAR
-19.4%
-5.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +10.4% | -0.8% | +11.2% | +10.4% |
| 30D | +0.6% | -20.9% | +21.5% | +2.5% |
| 3M | +4.1% | -56.2% | +60.3% | +12.1% |
| 6M | +15.1% | -67.9% | +83.0% | +26.7% |
| YTD | -4.7% | -31.4% | +26.7% | -2.5% |
| 1Y | +20.4% | -45.1% | +65.4% | +24.6% |
| 3Y | -23.4% | -20.3% | -3.1% | -14.6% |
| All | -24.8% | -19.4% | -5.4% | -6.7% |
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