-35.2%
CLX vs UMAC
+508.0%
-543.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -2.2% |
| 7D | -4.9% | +3.3% | -8.2% | -4.9% |
| 30D | -15.8% | -10.4% | -5.4% | -15.8% |
| 3M | -7.9% | +1.8% | -9.7% | -7.8% |
| 6M | -19.0% | +40.7% | -59.8% | -18.9% |
| YTD | -7.9% | +90.9% | -98.8% | -7.9% |
| 1Y | -25.4% | +151.8% | -177.1% | -25.5% |
| All | -35.2% | +508.0% | -543.2% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling