-48.4%
CLF vs UUUU
-92.0%
+43.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +7.6% | -1.4% | +8.9% | +7.8% |
| 30D | -1.2% | +16.3% | -17.5% | -4.2% |
| 3M | -13.4% | -16.7% | +3.3% | -11.3% |
| 6M | +15.4% | -33.7% | +49.1% | +22.4% |
| YTD | -5.9% | -0.5% | -5.4% | -9.3% |
| 1Y | +18.8% | +28.9% | -10.0% | +7.1% |
| 3Y | -19.4% | +99.9% | -119.3% | -37.0% |
| 5Y | -47.7% | +135.3% | -183.0% | -61.9% |
| 10Y | +130.4% | +518.4% | -388.0% | +25.3% |
| All | -48.4% | -92.0% | +43.6% | -68.6% |
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