-35.8%
CLX vs UMAC
+488.3%
-524.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -1.0% |
| 7D | -5.9% | -4.0% | -1.9% | -5.9% |
| 30D | -17.0% | -9.4% | -7.6% | -17.0% |
| 3M | -9.6% | +3.0% | -12.6% | -9.4% |
| 6M | -21.5% | +27.2% | -48.7% | -21.4% |
| YTD | -8.8% | +84.7% | -93.5% | -8.8% |
| 1Y | -24.7% | +136.5% | -161.2% | -24.8% |
| All | -35.8% | +488.3% | -524.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling