-25.7%
CLF vs USAR
+74.0%
-99.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.8% |
| 7D | +7.6% | -2.1% | +9.7% | +7.8% |
| 30D | -1.2% | +2.6% | -3.8% | -1.6% |
| 3M | -13.4% | -35.0% | +21.6% | -10.4% |
| 6M | +15.4% | -6.9% | +22.3% | +15.0% |
| YTD | -5.9% | +48.0% | -53.9% | -10.1% |
| 1Y | +18.8% | +24.8% | -6.0% | +16.2% |
| 3Y | -19.4% | +73.2% | -92.6% | -14.7% |
| All | -25.7% | +74.0% | -99.7% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling