-46.1%
CLF vs UUUU
-96.3%
+50.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | +16.0% | +1.4% | +14.6% | +15.5% |
| 30D | +1.6% | -27.9% | +29.6% | +7.6% |
| 3M | +6.7% | -53.8% | +60.5% | +22.0% |
| 6M | +21.1% | -68.1% | +89.2% | +47.0% |
| YTD | -1.6% | -54.1% | +52.5% | +8.6% |
| 1Y | +18.5% | -57.8% | +76.3% | +32.2% |
| 3Y | -21.0% | -15.4% | -5.6% | -27.8% |
| 5Y | -41.4% | -39.2% | -2.2% | -45.5% |
| 10Y | +86.5% | +370.4% | -283.9% | +9.3% |
| All | -46.1% | -96.3% | +50.3% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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