-31.9%
CLF vs USAR
-18.7%
-13.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.2% | +0.6% |
| 7D | -19.6% | -14.5% | -5.1% | -18.3% |
| 30D | -5.0% | -37.8% | +32.9% | -0.8% |
| 3M | -6.3% | -52.8% | +46.5% | +0.2% |
| 6M | +2.8% | -71.2% | +74.0% | +14.3% |
| YTD | -13.7% | -30.9% | +17.2% | -11.6% |
| 1Y | +13.6% | -48.0% | +61.6% | +18.1% |
| 3Y | -34.0% | -19.7% | -14.3% | -26.5% |
| All | -31.9% | -18.7% | -13.1% | -15.5% |
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